no, u don't. All u got to do is go to the site that has got online games, then just go to a game u want to play, and then just play it. One online games site is www.miniclip.com . It has got a huge variey of games to play.
i have been known to play online games, but i prefer to play standalone i enjoy the increased graphics and complixity of the larger games. Plus most companies offer online options similar to x-box live, only each game will have it's own interfae instead of the standard for x-box. I've always been more do a fan of network games where you can actually see the ppl your playing against