Did the head bust off the bolt when you were tightening it? If so then a piece of the bolt should be sticking out. Put some heavy duty pressure on some vice grips and pull the rest of the bolt out. If you already went that route and the bolt broke again, you may be able to drill it out and put a "heli-coil" in there, but not sure if you could. Those exhaust bolts are a major PITA! A bit of advice is to buy some bolt extractors! Mine are made by IRWIN (maker of vice grip) and I swear by them now, wouldn't try and remove a tough bolt without them!