This is actually normal with the high flow filters on this car. Some others describe the sound with different adjectives but in essense it is the ITB and vanos chatter that resonates at certain RPM's which is the loudest at 3-4.5k. The reason you do not hear it with OEM filter is it is more restrictive and keeps more sound out.
Some call this a "rattle" as well. As long as you do not mind it there is nothing wrong with the filter or install. IMO I think it is worth the sound it makes after 4k but some do not agree.