Revanche,

If your're not going to cool the light, leave the glass off, it probably will overheat the bulb with it in place.

I use a lighting controller by Sentinel that has a great feature for people using it to control air or water cooled HIDs. It contains a temperture probe to place over a light. You then set the normal run temp with the lights on, and if they go above that by 10 or so degrees it shuts the lights down. So if you have a cooling failure, lights shut down before damage happens to lights or surrounding areas. It also has a cool down time out cycle, so that if electric goes off and comes back on, the lights won't try to re-light till they cool down.