Haha, I took a pic of the same thing way back when of that piece to make sure I was putting it in the right spot:
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As mentioned above, its used for the driverside pipe to manifold connection. Later on I ended up swapping out the studs on that side to a NAPA set without the collar the stockers have, gives it a tighter fit thus eliminating the extra piece pictured above.
It basically acts as a spacer, because the factory manifold studs have spacers on them that do not allow you to pull the H-pipe onto the manifold completely and you will be greeted with a 'tick, tick, tick' exhaust leak.
You can throw the spacer away, and replace your header studs with Napa part number 600-1819 - It comes with two new studs (no spacers) and two new nuts. About $7.
It is the factory part for the Ford Taurus, but bolts right in...