I just mutilated my little anti-tamper covers, so I'll throw a little more information from my experience.
There were actually three sleeves over my high idle rod/locknut. The first is what I'll call the cone. The second I'll call the outer sleeve, and the third I'll call the inner sleeve.
To remove the cone, I just pulled out my leatherman and wrenched it loose. It helped to unhook one of the throttle linkage springs which was in the way, and also the piece of linkage that has the round plastic (some are metal) cap/socket thingys.
The outer sleeve was also unceremoniously ripped out with help from Mr. Leatherman.
The inner sleeve however appears to cover the outer of two locknuts, and needed to be reshaped because of damage incurred by my ripping out the outer sleeve.

I needed to reshape it so that I could get a deep well 10mm socket over the lock nut it was covering. Prior to removing the inner sleeve, you can easily see the inner locknut, but you can't see the outer locknut until you remove the inner sleeve. Anyway, with the 10mm deep socket I was able to remove the outer locknut easily, and the inner sleeve came with it.
At that point, all the anti-tamper sleeves were gone, so I just loosened the two locknuts as needed, and adjusted the threaded rod.
Hope that helps anyone else who is looking to do this.
Mike