The pilot jet only uses a tiny amount of fuel so I would recommend leaving the white protector on - I think it is to stop surging. They weren't fitted to carbs on early models of the TTR250 and Mr Yamaha wouldn't spend extra money on a part unless it solved a known problem.
thanks heaps ttrfan. the forum is quite a good read.
this is my first bike so i just wanted to make sure before i go ahead and put it in. yeah i agree thats why i wasnt to keen to take out the white plastic.