There is an interesting thread over at Gearslutz about running these mics solely without the grids. These are in applications of recording classical and acoustical music and in a controlled environment. The results are quite pleasant without the grids. A very nice, open sound. Gutbucket on this board has done a lot of recording with the DPA 4060's and I am not sure how he runs his mics.
The company's user manual does not explicitly say to use the grids, but as Chris cautions, it might be a pretty good idea. Folks do record without the grids, but the instances I have seen of this the mics were in an AB array at about 4 - 6 meters off the ground. You can check in the "Remote" forum of Grealsutz (gearslutz.com) for the whole story.
The 4060's have a great sound.
User manual:
http://www.dpamicrophones.com/en/Download/~/media/PDF/Download/Users%20Manuals/4060%204061.pdfAdded Later:"Hi Sandy,
4060s come with both high boost and soft boost grids, and both are
considered protection grids. The soft boost is only 3dB in the 8-20 kHz
range, and is commonly used for instrument miking without complaint. (The
high boost is most suitable for chestworn applications). The mics can be
used without the grids, but you then have "naked" capsules exposed to
whatever comes their way: dirt, dust, fluids, crushing blows, etc., so we
can only recommend using them without a grid "at your own risk".
Best Regards,
Joan Myers
DPA Microphones, Inc."