Yes you will have to cut the dust shield off for the rotor to fit. Also the rotor should just slip on. Have you tried tightening down some lug nuts on the rotor to make it slip on? Try this and this should show you that the rotor is fine.

Also since it is an AEM rotor they may have given you a rotor with an aluminum hat that is for another application. For example for ease of manufacturing they will only make different hats, but the rotor itself is the same rotor used on all of there kits that are similar in diameter. Just make sure the aluminum hat is the correct one for your application.

Other than that I can't think of anyother problems.

2005 Evo 8