Frank,
Using a balun would probably have little or no affect
on how the AT-250 would handle the 40 meter antenna on
other bands. It would affect the 'balanced' to 'unbalanced'
nature of using a dipole with coax, though, and possibly
help reduce any RFI problems (maybe) if any. I'm not a
great balun 'fan', so personally, I'd do with out it...
'Doc