"I head Ibn Umar say - When we asked him about a man who came for Umrah, and perfomed Tawaf around the House, but did not perform Sai betwwen As-Safa and al-Marwah, could he be intimate with his wife? He said: 'When the Messenger of Allah came, he circumambulated seven times, and prayed two Rakahs behind the Maqam, and performed Sai between As-Safa and Al-Marwah. And you have the best examples in the Messenger of Allah.'"
Sunan an-Nasa'i Book 24, Hadith 313