Is that even a CAI??? it looks to me like it would just be a short ram intake. it keeps the filter in the engine bay.
Go with the AEM. ive had mine on for about 9 months now and i still love it. i drove it all winter long and didnt have any problems with ice, snow, or rain gettin to it.
The cai will come with instructions and im pretty sure there is a how-to section on it but to make things short, you take off the wheel disconnect the battery jack up the car take out all the stock intake peices and hook up all the sensors to the intake and then just bolt the new intake down.. be warned though, the resonator puts up a fight
If its connected and any current gets close to the 3 foot long metal pipe your putting in it could fry sensors or damage your ecu. I do it for 2 reasons, it tell me to in the instructions and its a good habit to get into whenever your doing any work under the hood.