you don't need to remove it at all, it won't interfere w/ the chip. almost all OEMs come with it, simply so the retailer can tell that it's their chip when you call in the warrenty. most have other ways of telling if that chip is theirs however, usually the serial from the core.
depending on where you got your chip from they may or may not be strict on that sticker, icompz has it noted on their invoice if you remove the sticker you WILL NOT get the warranty. however a talk w/ their CSR she said not to worry about it, they have other ways of telling it's their chip and the sticker is more of a backup or precaution then anything. some places may not however, so it just kind of depends. no real point in taking it off though.