Go to the ford racing website and then call their tech line, or the main line I think is what I called, either way. Yes there is something wrong with the baffle that is on the manifold, not even close to being large enough to stop the PCV valve from sucking oil into the intake and sending it through your engine. My motor burned a quart of oil every 250 miles when I put that stupid intake on without the new baffle. Just call Ford Racing and ask for the new baffle, I did and they sent it for free.
Oh yes, I think I remember reading cases where some Cobra manifolds did not burn oil yet others did. I don't know if you want to just put it on and see if it does, but if I were you I'd just get it right away and save yourself that hassle.