I had the same thing when I bought my quad. I had built my friends previously with a heat shield, and I didn't get the shield with mine when I bought it. I ran it without the shield for a year or so with no problems. I finally bought one off ebay for like $15 and put it on. I didn't like how the tank mounted with out it.
I have an extra, from a part out I am doing,if you would like it. $15 plus shipping if you're interested.
Hope this helps.
2001 400ex
2011 Sponsors: ODI Grips, Hotcams, Pivot Works, Yoshimura, SteelMX Goggles, Pro Armor, RAD Mfg., TheHelmetMan.com, EVS, AXO America, ASV inventions, DWT, IShock, FASSTCO, EHS Racing.
IShock I5500 Kit, DWT XC Champion in a Box, JE 416 kit, Stage 2 Hotcam, Yoshimura exhaust, EHS Racing Airbox Lid, Houser +1 Steering stem, Flexx Handlebars, ASV Levers, ODI Rogue Grips, CCP Steering Stabilizer, Maxxis Razr2, RAD Bearing Carrier, Boss Bearings, PowerMadd Handguards, Pro Armor Bumper, Nerf Bars, and killswitch, Maier Carbon Fiber plastic, GT Thunder 400ex rear kit.