The nature of Mega Range is that it has a very broad ("mega") series of sprockets, in terms of the number of teeth on each. You might have a range from a 13 tooth to as much as 32 or maybe 34 on the largest sprocket.
This means than when shifting through the range from large to small a lot of chain becomes slack. This is why you need a rear derailer with enough travel to take up and release all that slack chain.
So the answer is YES, you need a compatible der. You also need to cover the correct number of sprockets or your indexing won't work smoothly.