Yeah, I checked the manual and it said nothing about the white felt. I do remember reading somewhere that a 'paint shield' is included, but not sure if this was it or not.
The idiots that installed the speakers didn't leave anything, or say anything about it. I had to go with an installer when the house was built, and they did a really bad job. Since I wasn't here to see what was in the box, it's making me think it was a paint shield too.
I thought I'd ask here. Thanks for the response!