i am not overly sure of which heat sheild you are talking of but i would highly reccomend leaving it on, although no immediate damage may be noticed whatever components that sheild is protecting will be damaged over a period of time.
you could go to b&q and get some spring washers to prevent the bolts undoing
The heat shield on my car is now starting to cause me severe annoyance. >
>The car rattles at certain engine speeds and it was easy to locate the
>heat shield as being the cause of the sound. I've taken it to the local
>garage to tighten up the bolts holding the shield (whilst doing other
>work). This immediately fixes the rattling. However, after a very short
>time, like an hour of driving, they work loose and the rattling starts >again.
>
>It's been back a second time to the garage and the same thing has >happened again.
>
>So now I'm thinking about just taking the heat shield off. Does anyone
>know if I can just take the heat shield off and forget about it or do I
>need to give nearby components any extra heat protection (like silver
>lagging on the pipes above the manifold)?
>
>Gavin