nah, most gaskets are garbage. ive burned up the best of gaskets. ive solved a few problems with friend's exhaust leaks. i use a muffler paste. put a good bit around the socket connection of the hpipe and mash it up against the socket of the header. try not to move them too much and let them sit for a few hours. sets rock hard and when you start up your motor, let it run for about 5 min or so to heat up that compound so you dont blow it out. like i said, ive done it on many of cars and i do it on all my connections because i hate exhaust leaks.
an exhaust leak of any size is not good, especially by the headers. that colder air coming is is horrible for the valves because the temp change from hot to cold will cause damage over time. try and get some paste (ive used 3 different types and all of them have worked fine) and see if it works.