Well, I just checked out the instructions that dynamite has on their site and saw this:
Step 9.
Mount the exhaust manifold and tuned
pipe as shown. Be sure to secure the
manifold to the engine and pipe with
the included springs. Mount the front
of the pipe to the chassis with the
included hardware.
Attach the fuel lines to the engine
and pipe. The fuel line nearest the top
of the fuel tank attaches to the tuned
pipe. The other fuel line attaches to the
carburetor. Slide the air cleaner over
the carburetor air intake as shown.
That was from this pdf file:
Dynamite Instructions
That tells me that there's some pieces that you have in the kit. That's if you have the whole kit...
On my xtm kit (looks similar), there was a nut with a bolt that screwed up from the bottom where the stock 2.5 exhaust wire went. The nut had a hole in the side and a set screw on the top. You run a little wire through the hole and run the other end of the wire through the similar looking hole on the end of the exhaust pipe. Then you tighten up the set screw on the nut and on the pipe.