You can do it....it might be good for a whopping 1 or 2 horsepower or so. There's no downside to doing it though, as long as your intake system is sealed properly and you keep a good filter in there. All that screen is for is blocking larger objects from getting in, in case something somehow got past your filter.
FYI-It probably won't make a difference on a stock MAF, but if you notice your car starts acting funny or feeling down on power after a few weeks with the K&N, pull your MAF and spray down the sensor elements with some ELECTRICAL PARTS cleaner. It has to be non-conductive and something that won't leave any buildup. The oil from the K&N filter will sometimes get onto the MAF sensor and cause it to go screwy. It's unusual on a stock MAF, but it could happen. I have an aftermarket and I picked up about another 10 horsepower from just cleaning the MAF sensor up again.