00AccordLX5spd is correct. Though it was partially due to my lack of tightening them down.

What you will need to do is go to an AutoParts store and get the gasket that connects the headers to the engine. It will work with a gasket meant for the stock manifold, I tried to buy the metal gasket but they were out and I couldnt wait so I went for the next best which was a Felpro gasket.
As for the gasket where the two pieces of headers meet, no auto parts store sells them. You have to get it offline which I couldnt find or make a custom one as I had to. I bought a 10x10 sheet of Mr. Gasket gasket, traced the old gasket and cut it out. Which wasn't very easy...arg! Anyways, after getting the gasket to about the same as the original I lined both sides of the newly created gasket with red high temp silicone ($3.50). I then tightened the two pieces of the header together until the silicone began squeezing out. I then let it sit for 1.5 hours and then tightened them down completely.

You will need to tighten all the nuts at least once a week for the first 2 months or until they stop becoming loose.