if you want an OEM finish, then yes, remove the parcel shelf, or just tuck it out of the way, but with a clear line of sight to the sky.

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Sept 03, M3, Silver Grey. Retro-fits: Modded Mk4 DVD Drive, OEM Bluetooth, VR Control, Rainbow Speaker Upgrade, Sony SOT Amp, HK Sub, CCFL, Intravee II, NightMode.