I wasn't sure but the tab seemed to be telling me to pull it off when I got the radio so I did - so far, no big deal as far as I can tell.
As for the belt clip - BE CAREFUL..... I put it on the radio at first but later took it off. I did so by pushing the little plastic clip forward and sliding the whole belt clip off. HOWEVER, at some point later, I put the clip back on and walked around doing some work in my yard. At some point, I noticed the radio was missing. I backtracked my steps and found it laying in the grass....
Needless to say - I haven't used the belt clip since (and probably will never use it again).