We have never been asked for the confirmation sheet or number when checking in. Only one time the guard at the gate asked to see the confirmation sheet to verify that we were suppose to be checking in. I told him it's in the trunk in a suitcase. So he let us go. Now I believe they have a list of names of people that are checking in. I know they did the last time we checked in at Beach Club Villas which was in December 2003.
It might be worth a free phone call to request a second copy of the sheet, if there's time before your trip. On this board I've read about a few check-in mix-ups that were solved by showing the sheet to a CM and standing firm.
I'd definitely get another copy of the sheet. In addition to making sure you get a room, your requests are on there as well as any "pre-assignments" such as BW View, lock-off, etc.