1) You are not supposed to install an intake as the first mod.
2) You do not install an intake without a tune for it (the Evo is not like your DSM)
3) It should not be sputtering under normal boost release, but you're likely to hear some if you do any part-throttle/partial boost driving. The stock BOV on your IX is very strong, so it's not meant for low boost. Either you're WOT or you're not. It will only purge normally if you boost hard and do a full lift of the gas pedal. If your BOV is sputtering even on a WOT shift, then something is wrong.
The cost of that intake was not worth it at all, imo, but for you to get anything out of having an intake, you must get tuned for it. You should re-install the stock intake/airbox until you can get proper mods and get a tune. It would not be wise to just drive around with your stock Evo and an intake...