Yes, for this board you need to have ALL RIMM slots populated.
This board uses 184 pin PC800/PC1066 which must be installed in pairs. If you are not using RIMMs in all 4 slots, you will have to fill the other slots with cRIMMs to terminate the signal. Make sure you purchase 184 pin (16bit) RIMMS rather than the 232 pin(32bit) RIMMs which will not physically fit into this board.
-D