Basically, the answer to this one is , YES. To be able to safely use the capacity of your loader, you really need the tires to be loaded, wheel weights, and a concrete-filled weight box or heavy implement on the three point hitch as well. I know that there are folks that will argue that you don't really need all that weight, but then many of the same folks will admit to their tractors feeling "tippy" from time to time with a goodly weight in the bucket, especially if they hit a bump or a hole. Keep your bucket low, with one hand on the control to drop the bucket quickly when the seat of the pants factor jumps in, and be safe out there.
Good luck with your new tractor.
P.S. Do yourself a favor, and get a tooth bar for your bucket. It will make a world of difference in being able to fill the bucket, especially in your hard clay. Markham makes a very popular one, and one of the least expensive. They have an excellent reputation, and advertise on this site. Everybody says to deal with Melissa, that she is really helpful.