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2nd Gen Ram Tech1994-2001 Rams: This section is for TECHNICAL discussions only, that involve the 1994 through 2001 Rams. For any non-tech discussions, please direct your attention to the "General discussion/NON-tech" sub sections.
According to the service manual for the 2001's, you do not. Just remove the left side engine to trans torque bar, then remove the pan bolts and pan. The gasket is re-usable if it's not cracked or damaged. I would think it's the same for the 96's.