No you do not. I tested this out in Windows 2008 R2 Hyper-V. I utilized two virtual machines. The first was a Windows 2008 R2 Server configured as a domain controller. The other was a Windows 2003 server configured as a member server. On the DC, I executed the command Get-Service –ComputerName CoomputerName. The result was a listing of the services running on the 2003 server.
To verify that I was indeed getting results from the other server, I executed these two lines.
$A = Get-Service –ComputerName CoomputerName
$A = Get-Service
What this did was place the returned objects from the remote computer into variable $a and the objects from the local computer in to variable $B. I then used the Count property of each to verify that I had different numbers.