My headers did the same when I bought the truck. First thing I did was replaced the bolts and used nyloc nuts. Also I re-hung the exhaust with flexible hangers. The po had the pipes and muffler secured almost solid with no flex. Pipes wouldn't move but motor did and loosened the collector bolts quickly. Been good since. Here's a link for nyloc nuts.
http://en.wikipedia.org/wiki/Nyloc_nut