Take a look at my Nasioc post... I just tried attaching my EGT sensor to my new header (sitting on my couch). I can't figure it out... http://forums.nasioc.com/forums/showthread.php?p=15436087&posted=1#post15436087
I'm guessing it uses a compression fitting to hold it in place. edit: do you have something that looks at least remotely like this? If so... the 1/8 NPT piece screws into your header, then you place your compression fitting on the other end, and loosely screw the nut on, slide the EGT probe through, and crank the nut down. The compression fitting will get 'squeezed' by the nut and hold the probe in place. Note that is ASSUMING that it's a compression fitting setup, which does seem rather likely.
I am probably going to save up for a EGT gauge as soon as I can afford it...It sounds like a tricky install. Good Luck Heath... Mark
moose is 99% accurate screw the 1/8 NPT in - with no teflon tape or any sorts of teflon make sure its tight. most npt holes on headers ive seen is not large enough so only a few turns and its tight - if so get an npt tap and make the hole larger because it needs to be tight or have it welded on Turn probe pointing up insert nut then the compression ring then insert probe into 1/8 NPT fitting. insert probe to a certain distance so you can see the tip to be in the middle of the pipe start tightening the nut till its tight but not compressing the ring check height or mark and verify thats the height of the probe. Hold the fitting with a wrench and start tightening the nut and compress the ring which in turn will pinch the Tc probe. after that you can remove the probe and the nut will retain on the probe with the comression ring - thats fixed. you can install your headers and then the probe last. make sure you use the wiring provided by the probe and the mfg - you prob got K type wiring dont try to shorten it just loop it and make sure the contacts are clean