Locate the pipe running from the exhaust manifold on the drivers side over to the turbo. About 2″ above where this pipe attaches to the exhaust manifold a hole can be drilled to accommodate the thermocouple. Start with a small drill bit and work up to 1/4″ one bit size at a time making sure to remove as many shavings as possible. This keeps the shavings that might happen to fall into the pipe small enough that they won’t cause any turbo damage.
Using a 3/32″ allen wrench loosen the sleeve and remove it and the sealing washer from the thermocouple. Loosely clamp the sealing washer and the bushing into place over the drilled hole.
Loosely attach the thermocouple through the sleeve.
Tighten the clamp making sure the thermocouple does not bind up in the drilled hole.
Adjust the depth of the thermocouple insuring that it does not contact the inside of the opposite side of the pipe. It should protrude between 1/2 and 3/4 of the way across the pipe. Then tighten the allen screw on the sleeve.
Position wires away from heat sources and connect to lead wire.
Tighten the wire connecting screws and cover them with the insulation sleeves provided. It may be a good idea to wrap the insulators with electrical tape to insure proper insulation.
Secure the leadwire away from sharp edges and heat sources to prevent damage to insulation.
[thanks to DIS dieselpage.com used with permission]