You dont need the dummy, but having it wont hurt anything as well. I left it in mine just for the sake of it.
I can say that now I've been using my Pegasos for a few days it more and more like my Amiga was. Sure a small few of the apps are not working, but I have a PC with nothing on it but windows and WinUAE loaded with 3.9 and all my stuff from the A3000 that works perfectly. If I need something my peg wont run then that machine will do it. It even loads UAE after windows comes up.
I see the price on that CSPPC is getting up! Good for you. What will you be doing with the other stuff from my old system? Are you selling it all part by part?