WARNING: This page is about a different car, the 2004 Mercury Mountaineer and 2004 Ford Explorer. However, it is still accessible from the selected car via links, so may be relevant.
Make sure that the tab on the muffler outlet pipe is seated inside the notch on the extension pipe before tightening the exhaust clamp.
Fig 1: Identifying Tab On Muffler Outlet Pipe Is Seated Inside Notch