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If you put on a CAI without a tune, your car will be getting more air than fuel and it will throw a check engine light. If you change the tune and keep the stock air box it will throw the "wrench" code on your dash and put the car into limp mode. You need both.
I started mine up for a few seconds, when I got my intake, and it ran really rough. I then shut the motor off real quick. I would not reccomend running it like this.