I have been before. They have air guns to take off your current side steps and so forth.
It is a good idea to have rocker protection but not a total necesity. They wan't to be sure no one hurts their Hummer. If you are comfortable with it then you are OK.
They will test your vehicle but they will be safe also, so nothing crazy, crazy. Just a little crazy
The add ons are probably a good investment though if you are going to do a lot of off roading. Just don't feel pressured.