Before leaving the vehicle, fully press the clutch pedal down, move the shift lever into R (Reverse), and firmly apply the parking brake. Once the shift lever has been placed in R (Reverse) with the clutch pedal pressed down, the ignition key can be turned to LOCK/OFF, then remove the key and release the clutch pedal.
See Manual Transmission Operation.
Chevrolet Cobalt Service & Repair Manual. Exhaust Manifold, Replace
Removal
1.
Remove exhaust manifold heat shield.
2.
Remove oxygen sensor.
3.
Raise and support vehicle.
4.
Remove manifold to exhaust flex decoupler
mounting bolts.
...