You don't have to, but I did it anyway just in case. Pretty easy.
1) In Cydia, install OpenSSH. Respring phone.
2) Google for PuTTY and install on your computer.
3) Startup PuTTY. On main page, type in your IP address. Make sure "SHH" is dotted then click "Open."
4) If this is your first time, a window will appear saying something about saving authentication key. Just click on yes.
5) When you get to the screen that says "Login as:" type in: Root. Password: alpine.
6) Now, it should say your iphone name. Type in: passwd. Enter new password and repeat. Once done, just exit PuTTY.
7) If you don't want OpenSSH, go back into Cydia and remove it. Respring phone.