You mean a bolt that holds the header flange to the head of the engine? Generally, you would do those bolts first, not last (not sure if that is what you said). The head is aluminum, so must be careful not to strip the hole.

I would take it all off and try again, making sure you are doing things in the correct order. Keep all the bolts in the header flange loose until you get all of the flange bolts started. If the header flange won't line up with the holes in the head, then you might need to file/grind one or more of the holes in the header flange so they line up with the head. You can use a smaller diameter rod of some sort to feel through the flange hole to see how it is aligning, or misaligning, with the hole in the head.

 

i put my Skunk2 alpha on my 02 type s with a k24/20. i removed my sway bar and the header went up fine. no issues at all. i read that it was a tight fitment and that i would have to take my oil filter off, but i didnt! i was confuses kinda haha. I put on the 03 EM2 sway bar. it still hits the sway bar but alot less then with the rsx sway bar. Also had no issues with lining up the bolt holes on the head flange!

overall. nice header... but sucks that it hits the sway bar.