MUST you. No. Is it a good idea, YES. The though is that an antenna sticking up is the equivalent of a lightning rod. IF you were to have a lightning strike, the probability of it hitting an antenna sticking up from the roof is high. (The probability of a lightning strike is low, but that doesn't change the reason for grounding). A solid copper wire of #6 or larger should be firmly bonded (scrape any paint off the mast and clamp) to the mast and then run to a solid ground source (could be a ground rod) with as short a distance as possible. This will carry as much of the lightning strike as possible. Equipment connected to the antenna could still be damaged (I had electronics just lying on the floor that was damaged by a direct...