tonearm cable, do you need one?

I recently got a VPI classic 3.  It has regular RCA outputs.  All the arms I've used have always had built in wire with a ground on the end that hooks to the ground on the phono preamp.  The VPI has a ground lug and I see RCA tonearm cables have grounds on both ends.  How important is this?  Do I need a tonearm specific cable?