You do not have to have the rubber protective cover on the the pto shaft , in all the years I have had tractors I never used one . It does help keep stuff off it so it will stay cleaner , I suppose much depends on the conditions you are working in . I have an hst with a sliding lever to engage the pto so I can ease it in slowly. You do want your rpm's as low as you can set it to engage the pto . A bush hog can be way out of balance until the blades are rotating together , it won't hurt it a bit as it starts up . Be very careful useing your loader without some weight on your back end as I have loaded tires on my 5700 and that isn't enough at times .