Yes. You need to run the same ratios front and rear or you will tear the transfer case apart the first time you put it in 4wd. That said, a transfer case will tolerate a slight difference, such as a 4.11 paired with a 4.10. Something like a 3.73 versus a 3.08 equals destruction for sure.
If you absolutely have to, then take the front driveshaft off. Then you can drive around on your new rear gears until you get around to the front gears without a chance of destroying something.