Yes you should remove it. HOWEVER, it is a vacuum - when it's tied to your leg it's going to vary in vacuum. At some point your skin will be just right and the vacuum just right that a blister(s) will form. At this point you'll be done with Penis Enlargement for a while. Don't think you're going to grow with something like this.
Many guys have had this problem with that sort of device. The concept is ok, but the reality is trouble. Don't bother with it: not even for free.