You should always have something between the MH lamp and the water. These lamps get hot, and if water splashes on them, it could make them explode. You can get a piece of tempered glass that will not be affected by the heat. I recently had a bulb to burn out (175watt MH), and it had a hole in the glass bulb. That means if I hadn't had a cover over it, some of the glass and powder from the lamp could have been in my tank!
Sonny