You can go ahead and do the install. It's not going to hurt anything not having it. You can probably custom fabrictate a heat shield out of sheet metal from say Home Depot if you're handy at that sort of thing... Barring sheet metal, you may want to try to find a composite you can make it out of. Depending on how much you paid, you may want to consider relisting it and using the money to put it towards a good named intake that's made for your car.
< Message edited by velocityfactor -- 2/18/2008 10:12:03 AM >
Hey man, to be safe and no regrets, just buy those heat shields to authorized stores of Audi parts rather than experimenting it on your own, except if you'll get your mechanic for that.