no you dont there is other ways to put music on your phone one is with this product (http://www.overstock.com/Electronics/Aluratek-MicroSD-MiniSD-USB2.0-Multi-Media-Card-Reader/2637763/product.html )
the other is the usb unless you want to pay for it threw your phone but the other 2 ways just drag and drop into the folder called music on your memory card or download vcast music with rhapsody if you get the usb they are like 10 bucks in small cellphone stores like 30 at verizon but the verizon one comes with the program so there is no need to look it up and download either way you can find the program for free online