Mapleleaf is right, soak the exhaust nuts overnight to loosen the rust, work the nut off a little, put some oil, tighten it back and oil the other end, repeat this a few times if its real sticky. I used Kroil, Liquid Wrench is similar. I once had to split one nut using a dremel tool cut-off wheel to get it off. I hate broken studs and this is the one of the most likely places that will happen!
Dieseldiehard