Rocky,
You probably don't "have to" install a transmission cooler, but it would go a long way toward extending the life of the transmission. You might also think about an engine oil cooler. If you are towing in hot climates, in the mountains or in heavy traffic then one or both of these coolers will help increase the life of the tow vehicle. Most "trailer packages" include an oil cooler, transmission cooler, heavy duty battery and heavy duty alternator.
HTH,
MJL
