Most air tool come with little doo-hickies that attach at the air inlet holes to keep dirt and dust from getting in the air inlet. It's a good idea to use these since dirt and dust in the air inlet can cause your air tool seals to wear out very quickly. The only problem I have is that the covers that come with most tools are pretty cheap and tend to get broken very quickly so I end up with tools that don't have covers for the air inlets.

When this happens, I've found that golf tees make an excellent plug for the air inlets. You can jamb them right in there and they seal up the air inlet perfectly. Since the tees are cheap, I keep a dozen of them near my air tool storage and in the tool cases, this way I always have extra available if one breaks or gets lost.