I think you get get a roll of that mild steel from most auto parts places. It could be done nicer but it will take more time.
I don't run a exposed filter any more. The main reason was because of SMOG inspections. The filter won't pass a visual here. Secondly, I noticed that I had more lower end torque with the airbox. What I'm guessing is that I screwed up the pulse wave and dropped the air pressure enough to cause the MAP to think there was less air entering then what actually was happening. Also, the filter may have been sucking in warm air. I think I had mine mounted pretty low so it would get colder air. Biggest downside to an open element filter is water. There is little to no protection.
Oh also, most of my friends who have used K&N's went back to paper. The K&N's allowed fine dust to enter the intake which is a problem out west. Might not notice it as much back east.