Clean the muffler using steel wool and paint thinner. This will remove dirt and grease, although sandpaper may be needed to remove stubborn stains. Once it has been cleaned, then it can be painted or drilled.
Drill the muffler to create a deeper noise for your engine. Remove the entire exhaust from the Harley and place it in a vice, wrapping the exhaust in rags where it is held in the vice to minimize scratching. Using a 1/2-inch drill bit, drill two holes in the rear baffler, centering the holes to make a "roar," not a "whistle." Test the noise of the two holes before drilling further, since too much noise may violate noise level laws. Sand the muffler if you intend to paint it after drilling.
Paint the muffler using high heat paint, which can be bought from hardware stores. Barbeque grill paint will also work. After painting, use a heat wrap to cover the 6 inches nearest to the engine, as this will be exposed to the highest heat. To gently dry the paint, run your motorbike for 15-minute cycles, with 15 minutes on and 15 minutes off.
Buy a new muffler for a full modification. These can be bought online, or at a Harley-Davidson store. Be sure that the specifications of the muffler fit the Harley you are installing it on, or it may not fit. Loosen the exhaust clamps and remove the locknut under the brake pedal. Reverse this to insert the new exhaust, and be sure to tighten all the nuts and clamps.
