Don't bother with the copper gasket. You don't even need new o-rings, though they're not a bad idea. Gladiator has it right. Remove the pipe and clean the pipe end and the exhaust port mating flange with solvent to remove any grease and oil. Apply a thick ring of clear silicone sealant between the two O-rings and reinstall the pipe (don't get crazy, you want enough for a good seal, but not so much that it oozes into the exhaust sub-ports). Give it 24hrs to cure and your leaking problems will be over. If you're nervous about the heat, you could go with the red high temp stuff, but I've never had a problem with clear silicone.