I have broken mine off twice. What was interesting is that the remaining piece got caught up in the chain, went around the rear sprocket and then jammed into the front sprocket. Then I had to sit there on the trail and take the master link off the chain to get the guide off and back running again.
Both times that happened to me I continued to ride without the guide. I got away with it, but liek Ol'89r said there is a major risk of engine case damage if the chain pops off your rear sprocket. What happens is that without the rear sprocket pulling the chain back from the front sprocket the chain bunches up (you can't push a rope or a chain!) and then it eventually backs up to the front sprocket and gets jammed into the engine case, which can break it. Expensive.
I might keep riding but I sure wouldn't start a weekend ride wihtout a chain guide. Your bike isn't that old, I would suspect that you can pick up a new guide (or an after market replacement) at the dealer or a bike shop. They are not that expensive, easy to put on (when you have tools!) and it sure isn't worth the risk.
Rod