What is this part???

While it is more common to see the cracked manifolds on the 4.0L, I have heard it happens on the 4 cylinders as well. It sounds like you lost your heat riser tube (normally carries heat from the manifold up to the air intake while the engine is cold). When the engine is on, you can feel around for breeze from the exhaust but Be Careful of the Heat. Just hover around the exhaust joints and manifold to see if you can feel where the leak is. Is the exhaust really rusted? The flange for the pipe-to-manifold connection may have cracked. It's hard to say without inspecting with a flashlight.