Do I need goggles or not?

I've heard mixed messages from various sources. I have the cheap-o K40 laser from eBay. I've heard/read that the clear red acrylic screen will block the IR wavelength of the laser itself, but that super-heated material being hit by the laser can output wavelength that pass through the screen and are strong enough to damage my eyes. I figure if this is the case, it's comparable to looking at an arc welder without goggles; a little exposure from a long distance won't hurt you, but close or extended exposure can. Those that say this is a problem recommend getting protective goggles to filter out this light and protect my eyes.

On the other side of the fence are people who say that as long as you don't fire the laser with the lid open like a moron, you're fine. One of the arguments is that a 40W laser isn't strong enough to be a problem, again provided I keep the lid closed.

So which is the case?

Edit: To be clear, I mean do I need protection for the light that comes through the red/clear acrylic screen when the door is closed? I obviously would need protection if the door was open, and I have already closed/blocked any openings in the door that could let out an unfiltered, reflected beam.