Popping when shifting

I have a friend that has a 94 cobra and we put a bbk fenderwell mounted cold air intake and his did the same thing. It only did it after we installed the cold air intake. :shrug:
 
Yea it was happening before the densecharger but it seems like it got worse after I installed the densecharger like it started doing it more. The check engine light has been weird. At first when I put on the O/R H-pipe and the MIL's it wasent on then 2 weeks later it came back on, and it was reading that it was an o2 sensor so I replaced that o2 sensor and then the CEL stayed off for anohter 2 weeks or so then came back on.