Smoking Problems With My 05' Mazda 6!

ok so i just bought a injen cold air intake for my 2005 mazda 6 and right after i installed it my exhaust started pouring out white smoke everytime i hit the gas.i checked all my fluids and refilled them, changed my oil, and took it down the road.well the car is lagging and jumping as if i have a blown headgasket.i dont want to rip apart the head to replace a new headgasket just yet until im sure so i put the stock intake back on and the smoke is gone but it still jumps and lags and when i put the car in drive or reverse it shakes the car and roughly goes into that gear.does anyone know if its a blown headgasket, bad syncros in my transmission or anything else that could cause this????
help would be appreciated!!thanks!!
 

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