You could try Jenolite, its and acid based rust remover, follow the instructions and recautions properly, its not compusary though, you could just rub it down or even use one of those dremel gadgets or the cheap but good alternatives that Aldi sell from time to time, you wont do much damage, dont think that you'll wear it away, dont try to get every mark off, it will still look good painted
Dont forget you will need to buy a new exhaust gasket and replace the old one each time you re fit the pipe