First of all, if coolant was leaking through the head gasket previously, there may be coolant in the exhaust system yet that is burning off. Watch the level in the reservoir. If it goes down over time, you can add a small bottle of dark purple dye, then search later with a black light. The dye will show up as a bright yellow stain that you can follow back to the source. If the new head gasket is leaking you'll see the dye at the tail pipe.
Did you install a remanufactured head or a used one? If it was used, was it checked for flatness? Surface finish is critical too for the head gasket to bite into. Lack of proper surface prep and as little as.002" surface variation can lead to the new gasket leaking. Cleaning an aluminum head too aggressively with an air tool and a scuff pad will cause low spots that the gasket can't seal.
Friday, March 15th, 2013 AT 3:52 AM