Just leave it on. All it does is help centralize the draining of the oil. If you take off that allen-screw plug first all the oil will drain out of it as you loosen the filter housing, and not along the sides
Unfortunately, if you stripped the allen screw plug, you'll have to just take off the plastic filter housing and make a mess. You might be able to take a screw extractor to get it out, then get a new one from the dealer. Or you could get the screw-on filter kit like the others said
The best thing about the screw-on type, as long as its installed with openning facing up, is that you can pre-fill the filter with oil. Its not the biggest deal ever, but it prevents a pocket of air in the system instead of constant oil flowing