MikeV has a good point - most people do not have a major problem running the K&N filters or systems - just the possiblity of over-oiling the filter or not waiting enough time to let the oil wick into the cotton guaze material.
If the MAF sensor cannot "burn" off this extra contamination - the sensor will report the correct air speed coming past it - usually resulting in poorer performance and or efficiency.
Otherwise - if you are careful with the oiling - you sould have to do any type of extra work.
Good Luck.