No you, don't. The Janome 350e takes a thumbdrive to transfer designs from your computer to your machine - as long as they are in the right format.
If they aren't in jef format, you will need to convert them. There are some free programs out there to do that - I used to use Wilcom trusizer - which will also resize designs if you want them bigger/smaller...
http://www.wilcom.com.au/PRODUCTS.aspx/TrueSizer.aspx
I found a few others that you could try if you don't like Wilcom - just do a google search for embroidery design converter and you will come up with a few different possibilities. I used Wilcom and was happy with it though
