You have to use the part with the carbon filter. The carbon filter is present in all US models as a means to trap carbon emissions. A common mod done is to remove the carbon filter element to improve the sound and performance of our cars. There are tons of write ups a DIY's on how to do it. I'd definitely recommend it, especially since it's the performance intake.
19" V713's Staggered, Blacklines, PBX Powerbox, aFe Oiled Drop In, Carbon Filter Delete, MMW CSv2 Muffler, Koni Yellows w/ H&R Sport Springs, CDV Delete, BMW Performance Grill, BMW Performance SSK, BMW Performance Handbrake