I don't think there's a cover for the bay. Dell have had problems supplying the correst weight saver module for the E6400 but, as and when they sort this out, the module may also fit the E4300 is the burner is the same 9.5mm thickness.
1 Close the display and turn the computer upside-down
2 Remove the memory cover.
3 Remove the M2.5 x 5-mm screw securing the optical drive to the system board. The screw is located in the center of the lower-left edge of the memory module compartment.
4 Using a scribe, push on the tab that held the screw to slide the optical drive from its slot on the side of the computer.