After reading the reviews on Miata.net, it sounds like this exhaust is very cheaply made. I think the best course of action is to return it if at all possible...and pick up a system that is fabricated with greater care and better quality materials.
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From the Miata.net link above:
…After a month it then began to rattle slightly and i replaced the cat thinking it might be the heat sheild. Now i have a high flow cat and still the rattle. The actual muffler is were the rattle is coming from. it now rattles extremely bad at cold start up and around 2k to 1k when decelerating and i can pick up hints of it as i accelerate. I guess i got what i paid for.....i don't recommend this exhaust for anyone.…
…I have had the system for 3 years and have noticed the following: The system looks entirely different now from when I put it in (on my '90). It came painted black, with yellow trim and paint of the chrome tailpipe. Now, all the black paint has fallen off, the yellow trim was gone in about a month, and part of the inner resonator in the tailpipe has rusted away.…
…The exhaust is painted black, simply for looks in photos. It took about half an hour to put on after removing my old exhaust. The only trouble with fitment was that the chrome tip rubbed my rear valence where the stock tip exited. Nothing bad, but rattled until I bent some hangers. I started it up and it sounded nice and deep during idle, but then I revved it up...it was the riciest sound EVER! Apparently the tip is glasspacked and is there for noise...