Deb,
I tend to get a little long in these posts, but I can't bring myself to
just say "no you don't". The gravel is the mechanical filter. One of the
whole purposes of using this kind of filter is to avoid having filter media
to clean more than once a season. My experience with a gravel bog fills
that bill. As far as making a major difference, we are already on our
second day of crystal clear water. The fish are a little spooked, still.
The pond store suggested adding more gravel on top of the water standing on
top of the original gravel bed. I didn't even tell him that the water was
deeper than the gravel. He could just tell by the way my question was
worded. They don't use a separate mechanical filter with the bog on their
display pond and it is crystal clear. I had a gravel bog years ago, and
never had a mechanical filter other than the gravel itself. The pond was
too shallow for out koi, and it sprung a leak, so we pulled it. I was
really happy with it. I just wasn't sure what was the best way to handle
the green residue. My old pond wasn't as green to start with as this one
is. I have already started putting in plants and, of course, I will be
getting some of the starter bacteria stuff to put in it.

You need a mechanical filter to trap the suspended algae before it gets
to your bog. I use a rubbermaid container with a snap-on lid. Drill
holes in the sides, place your submersible pump in, and stuff the box
full of polyester quilt batting (cheap, effective, and you can rinse it
with a hose and re-use it). Drill a hole in the lid of the box for
your pump outlet. You may have to clean it every day or two until the
algae is under control. The bog will act as a biological filter, and
the plants in the bog will use up a lot of nutrients that the algae
needs to grow. I like water cress because its so fast growing. Pick
up a bunch or two at the grocery store, poke the stems down into the
gravel and in no time at all it will put out roots and grow like crazy.
You'll see a major difference in your water quality.