Assuming you bought the newer style (99-04) cobra exhaust, it will not fit. These cobras were equipped with IRS, hence the exhaust piping takes a completely different path around this rear setup as opposed to the solid rear axle setup.
Don't buy it unless you plan to do an IRS swap
2002 Mineral grey GT 5 speed. Flowmaster 40's catback, Mach 1 grille delete, timing advance, push button starter, Bullitt pedals, FR500 steering wheel, K&N FIPK, Self ported upper intake w/ spacer, Pioneer Avic D3, MGW shifter, MM FL subframe connectors, Mach 1 springs, Bilstein HD struts/springs