Sounds like something isn't sealed. I would check the header gasket connection to make sure its tightened. Could be a couple of things.
You're probably not going to notice a sound change over your CAI or exhuast, because they are just as noisy. I've read before that you can't really feel a couple of horses difference.
Rule of thumb: Anytime you make a Performance modification, reset the ECU. Disconnect the negative terminal for about 15 minutes then reconnect. Your ECU will recognize your new install and adjust. It should feel different afterward.