Check your hose clamps. Throttle Body, Air Filter, etc.
Did you connect the hose to your valve cover?
Not farmiliar with the AEM CAI, is it a one peice design?

If all is well there, listen under the hood with the engine running & try to figure out the general location of the sound. Other Possibilities: Belts, Tensioner, Intake Manifold Gasket, TB Gasket.