I just got a peice of bendable exhaust pipe from and a couple of adapters, brackets, etc, kinda ghetto, but it was under 30 bucks and worked great for me, im really happy with it.
As far as how to do it,, umm well, try looking under the car, take off the section of pipe that is before the y pipe and mufflers, there are no real connectors there, I just wiggled mine free, only two bolts up front and that is it.