I had that problem for a time, turned out to be the gasket between the exhaust manifold and the downpipes. It wasn't a bad leak, I couldn't hear it, but when I started the car I could feel it with my hand before it got hot. (after it got hot I couldn't feel anything without burning my hand) As the dealer only had the solid metal ones which also leaked when brand new I ended up taking some copper wire and making a ring out of it and Permatexing it to the gasket. When I bolted it up, the copper was soft enough that it provided a good seal. Seemed like a lot of work, but I'm not crazy about exhaust smell and it really drives my wife nuts. Mike