I think your in good shape - you will definitely hear more air being sucked in, there's your 'whoosh' the 'thud' may just be the air in the intake bouncing around, should not really be 'thud'. My first mod was the CAI, i really cant remember a 'thud'
Not sure about the responses about AFM, that will not kick in under acceleration but I had mine tuned out long ago, plus bad memory....
GET-TORQ custom CAM 223/243 LSA113, Full LS3 conversion, 3200 stall Multi-Disk TC from Circle-D, B&M Supercooler to cool that tranny down....1 7/8" Kooks Headers and High flowCats. MACH XL Catbacks. Eibach springs, R2C Performance CAI, powdercoated calipers, Footwell lighting in tune with dome lights, tints, ABL Lighting, ACS T3 ports and ACS Eagle T3 triple LED lighting kit. Heritage grill, Hex vents, ZL1 rockers, ZL1 Diffuser, Quad tips...the list keeps getting longer - whats next??