The screen is part of the SVT airbox (not positive, but don't think it is in the non-SVT setup). The BAT catalogue has the screen's Ford Part Number, so give BIll Jenkins a call or mosey on down to your local Ford dealer (if you dare) and get one if you want. It goes directly prior to the MAF in the airflow (i.e. between your MAF adapter and the MAF, or at the MAF end of the airbox).
This is not stone cold fact, but my understanding of the situation: The screen is to "straighten" the air flow and allow the MAF to make more accurate measurements. Why is it only on the SVT? Because it utilizes a conical filter from the factory (I think).
Can you get by without it? Sure, I haven't really heard of any major problems without it. Would Ford put it in if they felt they could get by without it? Doubtful. Take that for what it's worth.