Is it for a sub amp? If so I don't really think you need one since the amp has one and if your deck has sub level controls it should also have one. If it is for a set of component speakers they should have come with one and yes you would need it.
A cross over just filters out certain frequencies so for a sub it would filter out high frequencies and allow the low (bass) frequencies to pass. So it really won't change how loud it is but a sub can't play high frequencies and it can mess it up if it is trying to play those high notes.