Here's some good info you can look at -
http://www.nexterra.org/forums/viewtopic.php?f=34&t=8638Your risk of serious damage with no skids on a stock run is minimal. The risk can be further reduced my using common sense, going slow, asking for & listening to your spotter.
Remove mud flaps & step rails... they get damaged easily & can cause unnecessary body damage. Moving the spare tire from the bottom to inside the Xterra is a good idea. As long as your truck is in good working condition & has working 4Lo, you'll be fine.