Don't have one myself but after reading about the problem for a couple of years here I would suggest:
1. Go back over your installation step by step
2. Pay particular attention to all vacuum lines, make sure they are connected or plugged per the installation instructions
3. Make sure your MAF is sealed correctly to the intake tube
Having a CEL is not normal and could cause performance or reliability problems.
if its an AEM intake learn to live with it....cause i have one and my CEL light is always going off and on it causes no damage others who have an AEM intake have the same problem "search" on this topic there was a big thread about it a while ago
well thanks guys now i know i'm not the only one.hehe i don't really mind about the check engine light cuz i knoe there is nothing wrong with my engine..just that the senser is not place correctly because of the hole..
you know, i installed my AEM a while back and it ran perfectly for a long while, then i got that CEL light too. I got it check and everything was fine. It only stood for about a day then it turned off. But you should get it checked