I don't know exactly how dangerous the K&N intake is. You could search nasioc.com and eventually get a bunch of guesses from people who consider themselves "gurus", but if I were you, I'd download
Tari Datalogging Software, install it on my laptop, buy a cable if you can't borrow one from sombody who has an Accessport, and see how the car's actually doing. At least I think that's what I'd do.
Edit: Just saw the last paragraph you added. No, SOA will not tune your car for that intake.
A Protune and and AP package is like $750 for an STI I think.
Edit2: Here's a more precise link to download the software:
ECU Explorer Download