The sleeves are only used with the factory bushings. I cut mine out with a Sawzall, so I guess it's alright if you break them.

The sleeves are in place because the rubber is too soft to press in by itself. Urethane, however, can be pressed, pushed, beaten on, and pounded in. If you had the prothane kit, it would just take a couple of taps with a hammer to get them in, though.