My inboard header bolt will not stay torqued!!

I torque it at room temp and take it for a short ride......let it cool and check and it's loose again!!
I was chasing a backfiring problem. When the engine is cool it won't backfire, but as it warms up it does, hence the header bolt backing out causing and exhaust leak. Right?
How in the world do you get it to stay torqued without over doing it? ???