Actually there was already a thread about that paper insert, and apparently the instructions say somewhere to leave it in the pen. So of course I had already thrown mine out, and now my OCD has to live with the knowledge every day that my pen is not as whole as it could be...
It's like leaving the tags on your new mattress. Seriously though, the paper tab serves no purpose other than to help with instructions. The MS guy ripped off the tab when he put in the battery for my pen when I got my replacement SP3 from a new box.