First things first, when you installed the the K&N Cold Air Intake, are you sure that you installed the Mass-Air Sensor the proper way? Just look at the sensor that you screwed into the intake tube and make sure the "FLOW ARROW" points towards the engine. Simple check and very simple fix! Otherwise this sounds like a harness issue, perhaps a power-to-ground issue, connectivity issue, or a missing ground somewhere. I would check over the harness and all of the electrical connections. Also make sure that all of the clamps are tight for the cold air intake and you don't have an air leak somewhere.
Good Luck!