d'oh lol, nah I was saying 'MAF sensor' hahaha
you would either leave the IAT in the intake tube, or you can leave it dangling in the engine bay...I just leave mine resting by the battery box and have no trouble with it whatsoever, but if you have the ability to do run it back into the intake tubing
you could also get a tight gromet installed in your coldpipe and put it in there, however you may have issues with it popping out on occassion under boost if it's not a tight enough fit and it could create a boost leak