Not needed, but recommended. If you've never had any other card in the PC other than the GTX 960, you can skip it if you want to. Nvidia drivers are all universal now.
If you've had other card, an AMD for example, you may want to run DDU from safe more. It will uninstall everything pertaining to the old drivers leaving a clean slate for installing the new one. http://www.wagnardmobile.com/forums/viewtopic.php?f=5&t=30