You will have to drill and tap a hole in the manifold.
Here is instructions from madman.co.za's site (which should be same procedure as your probe):
"Installation of the probe is achieved in one of two ways:
Either fit the probe to a EGT plate where available for your car model,
Drill and tap the manifold.
If a plate is used, it can be sealed with exhaust paste (Fire gum) or a little Gun Gum - Silicon sealer will burn away.
Drilling the Hole in the Manifold:
Where possible, the manifold must be drilled on the bench, If it is not practical to remove the manifold for drilling, the following procedure can be followed with good success:
Locate as suitable location for the probe that offers easy access for a drill.
With the engine IDLING, drill a 5mm hole into the manifold - be carefull to protect your eyes as the exhaust gas will blow the swarf back at the drill and the exhaust gas will be hot.
Drill the 5mm hole to a 9mm hole using light pressure to ensure small swarf particles
Using a 1/8 NPT-27 thread tap, tap the hole in the manifold until the last two threads of the tap are still outside the hole.
Switch the engine off and fit the probe compression body as detailed below.
Mounting the Probe in the Hole:
The compression fitting can be fitted to the manifold/EGT Plate first and tightened - no sealant is neccessary - use a socket or ring spanner to prevent damage to the fitting.
The compression nut and then olive must be fitted to the probe and the compression nut is then tightened by hand.
The depth of the probe must be adjusted so that either the tip touches the inside of the manifold or the probe is fully upto its shoulder, then pulled back by at least 10mm.
Then tighten the compression nut while holding the body securely (with an open spanner)
The compression nut can be tightened firmly such that the probe becomes clamped in the fitting. After this is done, the olive is then permanently fixed to the probe shaft.
To remove the probe, simply loosten the compression nut and pull the probe, nut and captive olive out of the body."
Also have a look here:
http://www.patrol4x4.co.za/viewtopic.ph ... T&start=10