I take off the lids when they develop true leaves. If you are worried about snow you can leave them on till after that though. After sprouting I put them in part shade as well. Sometimes I'll just sit them under a chair or something or put them on the shady side of the house.

Last year was my first year to WS and I made the mistake of cutting all the tops off my milk jugs too early. This year they're staying on until planting out time. They're in mostly shade and will remain right where they are until the sprouts have enough growth for either planting out or potting up. There's nothing that says you HAVE to plant them once they have their true leaves--it just says it's best not to do it before they have them.