Welcome James!
No, you don't have to stick with the
Fuji XD memory card. You can purchase cards made by other companies.
Sometimes the manual lists other cards which have been tested and are "officially approved" for use by the manufacturer of your digital camera. It's a good idea to check the manual anyway to find out which is the maximum capacity size memory card your camera takes. Make sure cards you buy are compatible in this regard.
Here's some additional information about memory cards in general:
http://www.digicamhelp.com/memory-cards/index.htm
