We aren't talking about the gas that Aunt Aggie passed at the holiday dinner table. We are talking about exhaust gasses. If you are installing your own header, chances are good you'll end up with worse gas than Aunt Aggie.
We'll assume that you can get to the point of installing the header. Whatever engine you install a header on, be it an inline four-cylinder, inline six-cylinder, V-6, V-8, straight-eight, or whatever, it is important not to tighten the bolts all on one shot. While the above tightening sequence is well and good, to be honest, we don't normally follow it.
Most directions have a bolt-tightening sequence, which you can see in the lead picture for the Jeep 4.0 inline engine. For the most part, we can't find the book with the right sequence, or it's under the jackstand with the AMC 20 on it, or sopping up the leak from the transmission. The important part is that you don't tighten the bolts from left to right and don't tighten them to spec in the first shot.
Typically, we'll get the header on, get the gasket lined up, and then tighten all the bolts as tight as we can by hand. Then, we'll go back around in the same haphazard pattern and snug them down with the ratchet or wrench. Finally, we'll go around once more (typically, from the center out) and tighten them to spec. Be careful not to overtighten them because stripped-out holes in the head and cracked intake manifolds aren't fun. Ask us how we know.
Once you've got it tightened to spec and everything is hooked up again, you're done, right? WRONG! The most important part of the header install is going back and retightening the bolts after you've run the Jeep up to full operating temperature. While some instructions and manuals tell you to just let the motor run, this isn't the best way. Take the Jeep for a 20-minute drive, and then retighten the bolts. Try not to burn yourself, but definitely tighten them while they are hot. As they get hot, they expand and you will find that they will tighten another half turn or so after everything is heated up. This is normal. Keep checking them every 100 miles or until they no longer loosen.