well, i can only find this pic...i wasn't intended to be a pic of the wrap, but the horn. you can get the idea. when i get home in a week or so i'll try to grab some more pictures.
step 1: procure exhause wrap and some stainless steel safety wire. I got like...50' of 2" wide wrap off of ebay for 10 bucks. picked up safety wire from some hardware store. maybe 5-10 bucks for a big roll.
step 2: soak wrap in water. being made of fiberglass, it will give you the hordes of little biting evil... well, it's better to work with when it's wet, it also will stretch to fit around corners and such better. as it dries, it smells like pancakes. i had to go to ihop to get a fix.
step3: I started wrapping at the top of the header, right by the flange. i just wrapped it around 2 or three times, then took a small piece of safety wire and tied it around the very top of the wrap. stainless wire is super, because it is less likely to wear out (lots of heat cycles, rusting, etc...) just wrap until you reach the collector where it joins with the next pipe. when you are as close as you can reach to that joint, cut the wrap with a scissor, safety wire it, and move to the next! with the next pipe, you can wrap around the collector also, as far as the next joint. and so the pattern repeats, and then you have a wrapped header
I did it because i knew i was going to put a plastic horn behind the exhaust, and wanted to keep some of the heat in the pipes instead of melting my horn. and because it looks 'gnarly' or somethin...i just like wrapped pipes. i wrapped the pipes on my truck. and my sled. and some of my old bikes. it's cool. some people will argue that wrapping causes the pipes to rust out faster, i have had good luck with it so far... after all, the moisture will cook out of the wrap when you warm the bike up; and then life is good again!
hope it helps!