Direct vent fireplaces should use a coaxial pipe.A pipe in a pipe. The hot air is vented through the center pipe. While the cooler outside air needed for combustion is drawn in through the outer pipe. Using a metal box to create an additional air space should work fine provided the box and coax pipe are sealed properly to prevent sawdust from coming in contact with the hot inner pipe. I assume you got a permit for this since you are having it installed by the dealer. What does the fire inspector have to say about this installation? Does it meet code?