You may do, it depends. Some of the cable stops I've seen act as the only keyed washer, some are backed up by a normal keyed washer, and some don't have the key at all. If you've got a headset spanner the right size for your adjustable race and something else to turn the locknut, you don't actually need any keyed washers. I've got one bike that hasn't got a keyway on the fork, and adjusting the headset isn't that much harder.