Yes, or eventually those stones will end up at the bottom of the pool. Don't ask how I know. I was lucky, no damage. If you have a vinyl liner it can be catastrophic if that happens, but even plaster can get screwed up by falling rocks that size. The surface tension of the water will keep it stuck to the pool even in high winds. Rocks will not. It's pretty easy to do carefully with a box cutter and scissors, don't be afraid to do it, it's actually easier than it looks.
Look through the threads here for rollers for odd-shaped pools that are like "the Solar Roller". There is a good DIY thread on this. I am going to cut mine in half in the spring and roll in two pieces. If you do this correctly you can use ABS pipe for floaters on each piece and tie them together to keep one side from blowing open. But it's then much more manageable.
