Not enough information for us to help you much....photos would help a lot.

What kind of clamp are you using?  The T-Clamps work the best as they pull tightly all around the pipe.  The stock Harley clamps also work very well and can be had pretty cheaply on eBay from take-off mufflers.

RTV can work OK where the header meets the cylinder - as the engine block pulls most of the heat away.  No RTV can handle the heat of a header pipe and muffler connection.  The same is true of epoxy like JB Weld - they can handle the engine block temperature, but not the high heat of an exhaust header pipe.

If the pipe is a loose fit on the header - you might try a thin shim made by cutting a strip of metal an aluminum soda can.  Another option would be to go get some muffler patch at the auto parts store....it can handle the high temp....but may make it really hard to remove the pipe from the header once it is attached.

Have you contacted Blue Collar Bobber to get their suggestion?  Maybe you got a pipe that is not properly made?

Not sure how they expect it to seal without a clamp.....or they just expected you to supply the clamp.  If the pipe has slots cut where it slides onto the header - then it is supposed to use clamps.

Here is a link to an eBay auction for Harley clamps...you can get new or used ones pretty cheaply and they work well.
http://www.ebay.com/itm/TWO-Stock-Harley-2-OD-1-7-8-ID-1-Wide-Stainless-MUFFL...

T-Clamps also work great.  Sometimes you can get them locally at auto parts stores - but not everyplace carries them:
http://www.ebay.com/itm/Apache-Hose-Belting-43082004-T-Bolt-Clamp-1-15-16-2-3...

Well forget anything I said about a clamp.....they did not design the system to use a clamp.  Also silicone RTV will not work on a header pipe...you need to use some form of muffler patch.  The High temperature silicone is good to 650 degrees.....and the header can easily exceed that temperature.

Use a sealer like this....good to 2,000 degrees.
http://shop.advanceautoparts.com/p/permatex-muffler-tailpipe-sealer-3-oz-8033...