Hi there,
It seems to be normal that the front cross over pipe (i.e. the tube in front of the engine; I am not talking about the rear cross over in front of the mufflers) is kind of loose. On my '03 Rosso Corsa I can easily turn it back and forth over half a cm. My dealer tells me that I should not worry; according to him, trying to fasten the front cross over will put the entire exhaust system under strain with the well-known consequences.