hey guys.... i just got my exhaust its a bolt on konig mozart exhaust......

anyway i just noticed in the morning when i waz warming my car up ... i walked outside...of course theres alot of smoke coming outta the exhaust cuz its cold......but i look under my car and theres air coming out of where we bolted it on....could that be because we didnt get it on there good enough?? or is that ok for it to have air coming out where we attached it from?? could this be affecting the performance or the sound of it? ?