thats just a stud the air box should pop off that sometimes you gotta pull a lil hard but it will pull off.

 

Yeah, that rubber plug is just pressed into the box.
If it's really cold then it will be harder to pop off.
If you don't want to just jerk it off then you can grab the rubber piece with a pair of pliers and twist it off (it's threaded onto a stud).
I just leave the plug in my stock air box and thread it on when I put the air box on the truck.