Connecting monitor to mac via USB docking
What is the docking station?  Without knowing, as a guess, I'd say yes, you will have to get video via the mini-DP.  USB and Firewire and such are not really designed to carry video signals, and while some USB docks do video, the laptop needs to support this properly - something that my MBP does not do at all.

I get the convenience, but the mini-DP is the way to go.