99 misfires and sputters... need help

My Cougar misfires and sputters only when the car is cold and only when you're stepping lightly on the gas pedal, works fine on open throttle (runs fine when running at temperature). It's not the trans, because it still does it even if you apply a little gas when it is in neutral. What could be the problem? Check engine light never comes on. I've changed spark plugs, wires, and fuel filter, cleaned the intake, oil & filter changed frequently. The car has had the stock air filter taken out & a short air intake installed (but ran fine with it). Also, when you take off the short air intake pipe at the intake (pipe has the MAF sensor in the piping), it works exactly the same... would have thought that it wouldn't run right without the air running through the MAF sensor... :banghead:

I recommend going to autozone or the like and have them check for any codes wven tho the light is not on there could be some pensing codes that could be helpful. I would also try some injector cleaner, thecron or B 12, see if that helps.