The short answer is no [to needing a new wheelset], you can run a wide range of tires sizes on a given rim just prathmann said. The long answer is that the width of the rim affects the shape of the tire to a much larger extent than the actual width of the tire, so it may be worthwhile finding out the internal width of your rim (its usually stickered on somewhere close to the decals) and the right tire width to optimize performance, rather than arbitrarily going with 25mm because you think its lighter/faster/all the pros use it/etc.