you don't NEED one, but they are nice to start crosses, as opposed to using a starting KNOT. the clamp holds the string until you come back and pull that last (first) cross and finish it like any other tie off.
they are also nice for pulling knots tight (it's best not to tension knots with the tensioner, the DW in your case, but it is considered acceptable by many).
again, you don't need one but they sure are nice. many folks have two.
edit: Irvin will soon chime in with 20-some odd MORE reasons to have one, or two starting clamps.