No need to remove the exhaust, I've done two zetec pans with them on. You need to be quite creative but they'll come out. They are steel bolts into aluminium, mine came out easily. You DO want to make sure you torque them all the same so it doesnt leak. There are no gaskets, use RTV sealant on the pan prior to installation.
Hardest part is removing the pan, I used a plastic scraper that I wedged between the block and the pan. Its hard at first but it will come out.