its basically called a jam nut, it keeps the single nut from turning so when you turn the srench/socket the stud turns instead of the nuts, when you get it threader throught the h-pipe flange, and into the headers threaded flange. then when you get the stud threaded through the h-pipe flange and into the header flange, remove one of the nuts and tighten down the one nut to pull the flanges together, it is easier with a bolt.
Got all that, LOL
jason