You need to weld in a bung, you can't just tap the pipe because it has such a thin wall it would never stay in properly. You can buy those bungs for pretty cheap, they come already threaded, all you have to do is have the pipe drilled and have the bung welded in. Im surprised your downpipe doesnt have one in it already. Make sure you follor hte instructions that came with your gauge as to where you need to place the bung, there are specific way they tell you NOT to do it.