You've got an exhaust leak for sure. As I said, you can try to tighten a bit more, do this with the engine running. You only want to go tight enough to stop the leak, no tighter. That's why you want it running, so you can feel for the leak as you tighten. And if it feels too tight stop, don't strip things and cause yourself pain.
A new gasket would certainly help, and yes, it's a dealer part. If it's been leaking for a while the leak may have erroded that spot on the gasket and no amount of tighening will fix it. You may be able to order it straight from CMW, call and ask. It's only a few dollars. Get a couple.
Scott