Hi sorry, just thought I'd chime in here with some clarification.

The spacer is used if you are running a 9 speed cassette. If you are running a 10spd cassette, you DO NOT need the spacer.

The reason: The extra cog takes up more room across the cassette on a 10spd cassette, yielding a slightly wider cassette overall. Hubs these days can accommodate a 9 or 10 speed cassette, but that minimal difference in width is compensated for by using the spacer if you run 9 speed.

If you are running 9 speed, then as dianne mentioned, you will have play in the cassette if you don't use the spacer. You shouldn't have this issue if you are running 10 speed.