I just moved into a new place and the Hampton Bay fan in one of the rooms works fine, but the lights do not work. Since I do not like the lights, I was hoping that somehow I could take that piece off and keep the fan. Is that possible?

Thanks so much.

Yes, remove the 3 screws and disconnect black/blue, and white, make sure insulate ends (wirenut, or unplug).
You may need the piece that covers the bottom. Usually discarded, when adding light.
I would think they sell these separately.
The light may not work, because of a wire is disconnected in the fan canopy, at ceiling.

If the lights do not work, they can be fixed. However you can remove them. You may need to obtain a cover as Strat says.