KDX Exhaust

You want a nice tight seal there. Remove the pipe and clean it and the cylinder where the pipe fits with acetone or brake clean. Then use a high temp. silicone seal in addition to the o-rings. Let that set up overnight before starting and it should hold for a long time. You should notice more low end power.
If a lot of black "spooge" was coming out there, your bike may be jetted incorrectly. Check out the justkdx site for jetting tips. With correct jetting it feels like you just got an extra 200cc!