Well, you probably could be using an email account provided by your ISP. Is that what you mean? Yes, you may want to do that, even if you continue using Gmail.
But, you don't need to start using an ISP email account or set one up on Windows Mail in order to use Windows Mail for your Gmail account. Again, to get Windows Mail working with a Gmail account, the account must setup in Windows Mail
and POP or IMAP (whichever you prefer, or can do both) needs to be enabled from a setup screen accessable via web browser while logged onto your Gmail account (see link I previously posted).
Here's one of the screens you would use when creating your Gmail account in Windows Mail:
.
Here's a reference on the setup in Windows Mail:
http://mail.google.com/support/bin/answer.py?answer=86383