not necessarily.  I have replaced knocking rod bearings in a VW before
with new and no problems.  However, you won't know until you look.  If
the crank journals mic OK and you can't smear copper on them with the
edge of a penny, you are probably good with new shells.

Are you sure it's a rod or main bearing?  Might be piston slap, too, or
a sticky lifter (assuming that it uses hydraulics.)  If it's a solid
lifter cam, when was the last time you did a valve adjustment?  How
about exhaust leaks?  A blown gasket near the engine or cracked manifold
can sound a lot like a rod bearing.

nate