I had this problem back when I had my stock one fixed.
Get under your car and see if any of hangers are rubbing on the inside of your bumper. the hangers have very little clearance (on s13s anyways), and much longer than stock, OR fatter than typical gaskets could be enough to make it rub when the engine is running (the whole exhaust system moves back about 1/4 of an inch, then contracts as it warms up).
2 mins with a sawzall fixed my issue, you should check that out first, easiest fix
