I just welded up a set of headers (side pipes should be done this weekend) and have some pics and text in my cboy-two journal here http://www.hotrodders.com/forum/jour...81&action=view
Vortech is correct that the header tubes are welded INSIDE the flanges, not around the outside. However, to put your kit together, you will probably have to tack weld the tubes on the outside and then grind off those welds once everything is done. (see photos below)
Also, Shane is correct that you need to weld a center tab where all the tubes meet up at the collector (see arrow in photo below). Also, you need to weld the tubes to each other as far back as the collector is going to slip on (probably makes more sense in the pictures below).
This shot shows the inside of the flange with the tube welded in a ground down a bit.
This shot shows the diamond shaped piece welded in the center of where the tubes meet up (lower arrow) and the upper arrow shows the pipes welded together as far back as the collector tube will slip over.
This one shows the collector slipped in place. I haven't welded in on yet (will do so after making the side pipes) but it will be welded all around each tube and the welds will be continued down between the tubes (arrow) to where the weld was made in the prior photo (the weld is just visible between the pipes).
And this one just shows the grind marks on the flange and pipes after cutting off the tack welds used during the fabrication process.