I think I may know what you are talking about. Is it a little nipple like thing that sticks out from the bottom part of the engine?
If so, there should have been a rubber nipple that came with the cold air kit that should have covered it up. A tube used to connect to it, but since you removed the tube, you now have to plug it up somehow, and that's what the nipple is for.
If you already did this, then disregard this post.
Also, I'm sure that if you posted a pic of what you are talking about, I or someone else could be more of help to you.