I took mine off, and traded it for one that was drilled and tapped. Not terribly difficult, but awkward at times getting to the nuts. Patience paid off and it went in fine.
I also concurr that to drill it while assembled won't hurt, BUT can you get a drill in there at the correct angle???? AND remember to drill off center - Don't drill at 12 o clock on the casting seam (or so I've been told).
I bought my stuff from Scheid Diesel in Illinois and they threw in the drilled and tapped elbow at no charge, just exchange.
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I'd love to have the exhaust brake, but soooo many other gooodies on the menu first!
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2001. 5 2500 SLT+, QC/LB 4x4, ETH, 6spd, 3:54 LSD, camper/tow equip. , NV241HD, Bright Silver, Snug Top, Ispro w/3 pod pillar w/tweeter, Pyro, Boost & Mag Hytec cover w/temp guage