It is not there to protect the cogs; it is there to protect the spokes from having a chain shifted into the spokes when bikes are not maintained well. The shop probably had to sell the bike to you with the spoke guard due to some regulation.
Either replace it or throw it out or do a faceplant when it gets caught in the spokes because it isn't attached properly. Your choice. 
I wonder why the clip broke. Did you already jam the chain into the spokes? So maybe you should replace it.
Last edited by SadieKate; 08-01-2011 at 02:42 PM.
Frends know gud humors when dey is hear it. ~ Da Crockydiles of ZZE.