Yes, unless you are willing to flash your fimware.
I guess a lot of people have flashed their firmware because they had the older Gameparks with the korean firmware. This firmware wouldn't play non-commercial games wihtout launching another file (freelauncher) first. To get rid of that extra step, and because Wind-ups, YAFL, Pacrom and others give you more control people changed their firmware.
After you flash your firmware your GP32 can start up in the 'OS' of your choice (well almost, depends on what type of firmware you use)