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It's a fuel tuning device. It alters the fuel delivery to match the amount of air coming into the motor (increased by your new intake). They run about $250 and the need to be dyno tuned (usually about another $100). You can by an SRT intake which comes with a fuel tuning device (does the same thing a "neo" does) but is preprogrammed so you don't have to have it dyno tuned.
Make sure all the clamps are on correctly, also make sure that the vac lines are also on ok, and reset the battery. I had this issue with my AEM on a TL I had before. If you search on it. Pretty common issue w/ intakes.