No, you just need to buy something called "Solder Wick".

It comes on a roll similar to solder, and is a braided flat strip. You place the Solder Wick over the location you wish to desolder and place your soldering iron onto the Wick to add heat. At the solder and Wick both heat up the solder gets sucked onto the Wick. As soon as the liquid solder is sucked onto the Wick you then take the Wick away from the components and let it cool down, then throw the used part away. Fairly easy and cheap.