S1200RPM retail box doesn't include I/O shield as this board is rack optimized and designed for rack chassis. It's documented at page 7 of "Spares, parts list, and configuration guide" in http://www.intel.com/support/motherboards/server/sb/CS-034197.htm.
Both S1200RPL and S1200RPS retail box include I/O shield and can be used with pedestal chassis.
http://www.intel.com/support/motherboards/server/s1200rp/sb/CS-034318.htm contains tested chassis for your convenience.