Welcome to the joys of exhaust refitting, your in for a treat.
If you do a search you will see this has been flogged a few times already but from what you are saying the rear header pipe might be out of line and forcing the connector pipe to be slightly rotated.
Take all the coinnector springs off and try to twist the header til the connector goes on easier and then try and fit it all together again on the bike and refit the springs.
Use the search engine at the top of this page and you will find loads under 'exhaust' and also if you look in the old message board accessed from the home page there is stuff on there too.
Good luck mate and get plenty of plasters for skinned knuckles
