Not sure if you have to or not but in the event that you do this is how it's done:
1. Pull the DRL fuse in the fusebox (I did this).
2. Disconnect the little silver heatsink behind the access panel on the driver's side of the dash (there's more info on this if you're interested). I did this before I pulled the fuse, and for what it's worth, I'd say just pull the fuse and be done with the whole DRL/auto headlights thing.