Where can i get a replacement heat shield from

Welds on the heat shields have broken. Replace the converter or spot weld the broken area.

SHOULD BE FINE WITHOUT IT, NO NEED TO REPLACE

heat shield could be broken or loose missing screws to hold it in place.NO bad idea DONT remove heat shield it protects other components from heat damage.heat shields also protect vechicle floor board from getting too hot causing fire.

it is not just a heat shield,it "bounces"soundwaves away from the box.(keeping the interior quiter)BUT if its NOT the cat shield dont worry about it.(the cat runs VERY hot.)

Heated Oxygen Sensor (HO2S)- The Bank 1 Sensor 1 tells me that it's an upstream O2 sensor. The larger the number the further down the line of the exhaust it is. Removal & Installation 4.2L Engine
To Remove:

1. Raise and safely support vehicle.
2. Disconnect battery ground cable.
3. Detach electrical connector from right inner fender splash shield (if necessary).
4. Remove right inner fender splash shield (if necessary).
5. Disconnect heated oxygen sensor electrical connector.
6. Remove heated oxygen sensor.

To Install:

1. Apply anti-seize lubricant to heated oxygen sensor threads.
2. Install heated oxygen sensor. Torque to: 34 ft-lbs (46 Nm)
3. Connect heated oxygen sensor electrical connector.
4. Install right inner fender splash shield (if necessary).
5. Attach electrical connector to right inner fender splash shield (if necessary).
6. Connect battery ground cable.
7. Lower vehicle.

4.6L and 5.4L Engines
To Remove:

1. Raise and safely support vehicle.
2. Disconnect battery ground cable.
3. Disconnect heated oxygen sensor electrical connector.
4. Remove heated oxygen sensor.

To Install:

1. Apply anti-seize lubricant to heated oxygen sensor threads.
2. Install heated oxygen sensor. Torque to: 34 ft-lbs (46 Nm)
3. Connect heated oxygen sensor electrical connector.
4. Connect battery ground cable.
5. Lower vehicle.

Most likely the heat shield has corroded off and is just sitting on top of the muffler or Catalytic converter. Regardless you can remove the shield and still run the the Xterra without any problems, the OEM muffler came with a heat shield as to the after market mufflers don't have one. The Catalytic converter also has a shield and you can remove it also as the Xterra has a heat shield on the floor board it self. Most exhaust shop if honest will tell you to just remove the rattling shield if there is no exhaust leaks or no Check engine light on that monitor's the Catalytic converter's performance.
A muffler shop if shady may advise you to replace the Catalytic converter and that can go for up to and beyond $400.00, so as long as there is no leaks or check engine light on. Go right ahead and remove the rattling shield.
Thank you for using Fixya

the shield will cost you around $100 for a new one or you can go to a junk yard and find a much cheaper one for your car.

If you still have the old one, you can just drill a few holes into the frame and screw the shield back on.

It's highly recommended to have the heat shield as that really does disperse the heat and keep it away from the underside of the car and especially away from the gas tank....

google 1998 windstar heat shield picture

If its the heat shield against the underside.its install with fender style aluminum rivets( if you do it be very careful not to drill into a harness) If its the heat shield around the CAT then you should replace the cat. You can try to repair it with a pair of long hose clamps but I don't advise removing it. In the wrong environment the heat could cause a grass fire. or ignite trash that may get caught or blown underneath. Good luck.

heat shields are just spot welded on, yes they do fall off all the time and i've never seen a vehicle catch on fire from the loss of a heat shield.