Hmm, I heard it was only on the rears, as the front bump stops are pretty tiny anyway!? If you don't cut the rears down you end up sitting on the bumpstops which will knacker them in a short time...
Edit: Note this is what I've heard from other dubbers who have done it, not my own personal experience. When I fit my lowered suspension what I'm going to do is make a note of the bump stop clearance on the std shocks, then when the new stuff is fitted make sure the bumpstops are trimmed to the same ammount if you get me?