Loud whistling when I start car?

Question

i just installed a new Neuspeed cold air intake on my 02 jetta and now it makes a whistle sound when the car starts. It goes away after abour 30 seconds but comes back again...what could it be?

Answer 1

Vacuum leak, check connections from air filter to intake manifold.  

Answer 2

At first when I saw this, I thought "Loose Belt."  But when I read further, I am thinking "Air Filter"