What Rachel said is true... The Forest Preserve doesn't take too kindly on people going to the Grove during the Halloween season.
However, with that being said, so long as you adhere to well-posted rules (no motor vehicles, no alcohol, dawn til dusk, etc.) there's not much they can do to you other than give you a bit of a grumbling.
BUT... DO NOT!!!! go there from (to be safe) Oct 25th thru Nov 5th, just to be safe, because they will be horribly anal-retentive regarding visitors. You can safely assume it'll be closed on Halloween and the day after, but other than that it's pretty much business as usual.