Is it very necessary to buy a USB cable?

Basically, if you don't see the problems described below, you don't need to change anything.

directly from the errata:

Known Issues with the Nios II Hardware Development Flow

Download Cables:

You must use a supported download cable when downloading,

debugging, or communicating with Nios II systems over JTAG.

Using the USB Blaster Rev A, ByteBlaster, ByteBlaster MV,

ByteBlaster II, and MasterBlaster cables may cause intermittent

JTAG communication failures.

The modes of failure are:

* Debugging Failure with the Nios II IDE - Debug session

terminates with JTAG I/O error

* Nios II JTAG UART Failure - Invalid characters transmitted

and received via Nios II Terminal

* Device Configuration Failure - Device configuration fails

with an error message from the Quartus II Programmer

* SignalTap Failure - SignalTap session terminates with JTAG

communication error

If you receive the following message while using the Nios II Terminal,

the tools could not verify whether you are using a supported cable.

nios2-terminal: Warning: Unable to verify whether your download cable is supported for Nios II systems.

nios2-terminal: If you use an unsupported cable, you may experience intermittent JTAG communication failures.

nios2-terminal: Please refer to the file errata.txt included in the Nios II development kit documents directory for

nios2-terminal: information on how to update your system.

In general, the above message will only occur if you have

re-installed Quartus II 4.0 SP1 after you installed Nios II

version 1.0. Re-installing Nios II will allow your system to

detect if your cable is supported. The warning message will

occur each time Nios II Terminal is started until you re-install

Nios II.

If you receive the following message from Nios II Terminal, you

are not using a supported download cable. The warning message will

occur each time Nios II Terminal is started and an unsupported cable

is detected.

nios2-terminal: Warning: The JTAG cable you are using is not supported for Nios II systems.

nios2-terminal: You may experience intermittent JTAG communication failures with this cable.

nios2-terminal: Please use a USB Blaster revision B cable or another supported cable.

nios2-terminal: Please refer to the file errata.txt included in the Nios II development kit documents directory for more information.

The supported cables for downloading, debugging, or communicating

with Nios II systems are:

* USB Blaster Revision B or later

Revision B cables are clearly labeled as Revision B.

(Revision A cables have no revision label.)