EGT Probe Wiring

The EGT probe has a almost braided-looking metal sheilding around the complete wiring for the probe. It's probably about 6 feet long or so if not longer. Is it bad to run that inside the car directly from the header? Obviously the shielding is going to pickup the heat from the engine, so should I keep all the metal outside in the engine bay, and then just run the wires inside, or is it ok? I don't want to have another fire and burn the carpet where the wires come inside the car again (1st time not my fault). Input?

The protective shielding is just to keep the wires from melting. It wont hurt anything running it inside the car. My egt gauge has that braided wire all the way up to the plug on the inside.

Cool. Just making sure before it melts the inside of the car... or someones feet.