do you have a 3-piece airlock? The kind with the little floating "hat"? If you do, you can take out the floating piece, and put your siphon tubing attached to it, and then stick the other end in a pitcher of water with some sanitizer. Presto- instant blow off tube!
If you don't have a three piece airlock, and you're using an ale pail, you can remove the grommet from the pail, and stick the tubing in there and rig up a blow off tube. If you're using a carboy, you'll probably have to go to Lowe's and buy some 1 inch diameter tubing and jam in there.
In the meantime, it's fine. A blow off tube is a good idea, though, to help prevent explosions of wort.
Also, if you do remove the airlock, I'd do it very slowly and carefully. If you just pull it out, you might get a geyser of beer on your ceiling. Trust me on this!