Yes, you must absolutely wash your rice unless it is specifically marked "doesn't need washing." "Converted" and instant rices are not washed (they are also not made for the rice cooker).
Don't be wasteful of water and time. Two changes of water are enough in all but extreme cases. Rice is usually sold pretty clean. All you need to do is rinse it to remove any free starch and dust. Here's how.
Put the rice in the cook pot and cover it with clean water. Get your hand in there and rub the rice in the water gently but thoroughly, then pour the water out, holding a fine strainer under it to catch stray rice grains. Add fresh water and do it again. The water will look opaque or almost opaque the first time, and slightly cloudy the second time. That's good enough. Add your cooking water (and/or other ingredients, according to your recipes) and cook.