The tool you need is made specifically for this purpose, it actually mates up to about 3/4 ths of the fins on the exhaust nut.
Also, if the nut has not been removed before, and had anti seize compound applied to the threads, getting the nut off is going to be next to impossible without damaging the threads on the head.
First you need to get an exhaust nut wrench tool.
Attempt to remove the nut, if it loosens up, and then re tightens, you need to cut the nut off.
If the nut won't move, cut it off.