If you're shooting with the internal flash, be aware that you have an effective range of MAYBE 2 feet. Anything farther than that will be chock full o'backscatter, making it nearly useless. The diffusion panels do their best to reduce the problem, but are only somewhat effective. Internal flash tends to work best with macro photography.
Note there are two types of panels in front of the flashes: diffusion panels designed to spread the light a little more evenly, as things just work different underwater (it can also help get the flash around the lens tube, in some configurations), and you can't shoot long distances without severe backscatter anyway, and blocking panels designed to stop the flash from lighting the scene at all. Those blocking panels are supposed to be used in conjunction with an external strobe. If you don't have an external strobe, you shouldn't use the blocking panel.