Remove the down pipe

WARNING: This page is about a different car, the 2004 Volvo S40, 2003 Volvo S40, 2002 Volvo S40, 2001 Volvo S40, and 2000 Volvo S40. However, it is still accessible from the selected car via links, so may be relevant.

Fig 1: Identifying Heated Oxygen Sensors, Exhaust Manifold, Gasket, And Nuts

Courtesy of VOLVO CARS OF NORTH AMERICA.

Spray all components with rustproofing agent.

Undo the clamp at the rear of the front exhaust pipe. Slacken off the pipe mounting
Remove the heated oxygen sensors (HO2S) at the front and rear (count how many turns are required to remove the sensors)
Remove the 6 nuts at the front
Move the front exhaust pipe over the studs. Move the pipe to the front. Move the rear damper to the rear of the front pipe
Remove the front pipe
Remove the gasket from the exhaust manifold.