If you have a stock setup, removing them will make the car run worse. (Its purpose is to smooth out the air turbulance so the MAF can get an more accurate reading) When you start to flow a lot of air, some people will remove one screen, more radical flow seekers will remove both. Some of the chip makers will take this into consideration and adjust calibrations accordingly.
You can take one out" Not both of them' Carefull the clip is plastic that holds it in. Theres lots of free mods you can do to your car" Go to http://www.gnttype.org/maint/basics.html the spring cleaning section. then click on technical resources, then find the performance recipe section.
My advice is if you have a good working Maf leave it alone. If your damage it the next one you get will not work as good as the original. You will get more of a performance gain if you clean up your trunk