Short answer yes, you've gotta pay for unlimited "data minutes" from your service provider. The cheapest solution for this is probably Boost Mobile which gives you unlimited minutes/texting/web and data minutes for $45 a month.

Longer answer is no, not neccessarily. I've got an LG chocolate with Verizon and I hacked it using a HowardForum guide to let me use my normal minutes as data minutes without it showing up on the bill. Check out http://www.howardforums.com/ and look for your phone/carrier