i have that same bender and it's damned near impossible to get a bend without crimping the pipe.
I read somewhere on that site (whether it was a review or directions, I can't remember) that they recommended filling thin wall tubing with sand or water. have you tried that?
Its called sand bending, you take sand (must be very dry or you could be in big trouble from a steam explosion) block one end of the tube to be bent, carefully fill the tube and make sure its compacted well then block the other end (welding is the usual method for blocking the ends) then you heat the pipe where its to be bent and bend around the appropriate die, whether its a comercial one or a home-made one.
Old school in its best form, sand bent headers are the product of artisans and always go real expensive.
You could always do a exhaust pipe supplier search, they supply a huge range of pre bent pipe sections without distortion in them, kinda like a DIY extractor jigsaw.
Cheers
Troppo