It's the MAF placement. You can try unplugging your battery for about 15 minutes. When you reconnect it, the light will be off. Your computer needs to learn the new airflow coming in.
If that doesn't work, I'd recommend taking that filter that came with it, and doing the Airbox Mod. It may not look as cool, but you will still get the same effect (Sound, Performance)
Just my .02
O T T P TVS Stage 3 w/ 2.9" & 80# inj., ZZP 3" CAI, ZZP Stainless Mid-Length Header w/ 3" Catted DP, ZZP Stainless 3" Magnaflow Cat-Back, O T T P Heat Exchanger, Opt B, TTR Upper Engine Mount