Yep, un-focus that enlarger lens or pay the piper!!
The lens (including the adjustable aperture) stays in. You do take out any negative that may be in the carrier, and de-focus the enlarger slightly, especially if you are using a glass carrier.
Watch for evidence of flair, and try to make sure the light is even.
I want to reiterate Matt's advice about defocusing the enlarger! You may wonder why that would be necessary. Well, let me tell you. In the interest of full disclaimer, I followed the de-focus advice when I contact printed many years ago and now that I've restarted, I had to relearn this lesson.
Both surfaces of your enlarger lens attract dust and other grut. In a perfect world, the surfaces are pristine. In my world, they attract a lot of dust and even a fingerprint. Normally this isn't an issue because you set the focal plane to that of the negative behind the lens. You can (if you are not careful) set the focal plan to another point... such as the surface of the lens itself. When you do that, you project a very very sharp image of the grut on your lens. I had forgotten that.
The other night, I was printing a very pristine 8x10 that I had methodically cleaned of dust. The contact frame glass was pristine too. And yet, my print came out horribly. The sky was cluttered with white spots and there was a giant fingerprint in the sky. WTF? I asked myself. Before the forehead slap moment, I went back and minutely examined the frame glass and the negative again. They were still spotless. Then it hit me like a sack of wet cement.
Enlarged fingerprint? That can only have come from the light source.
I examined the lens and sure enough, it was filthy. After a thorough cleaning, I printed again. Better, but not great. Now there was only one big bright white spot. Again, the lens wasn't pristine but was as close as I could get it. I took a clean white piece of cardboard and held it under the enlarger light. The projected grut was clearly and sharply visible. I unfocussed the grut and got a clean print. It wasn't as good as it could be though. The area of the print where the extremely out of focus grut was projected showed a slight lack of contrast.
I won't get my lens as clean as I want to get it because that particle seems to be inside the lens on an inner surface. My best bet is to remove the lens and put a neutral density filter in the negative carrier so that my exposure times are not horrendously short.