There's an aluminum crossover pipe that connects the exhaust ports on the heads to the secondary (emissions) air pump. If it was left off or loose (or seals are missing) there would be an exhaust leak out the front of the engine. As you should imagine given the story here, that pipe has to be removed to change the parts you have recently changed.

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David.X5
2001 X5 4.4i Sport
SOLD! at 160k miles