Extremely important! It is NOT always a good idea to run a grounding probe. The circuit MUST be on a gfci if you are going to use one, otherwise they are extremely dangerous. If you get a short and are running a grounding probe without a gfci you are creating a path of least resistance right through your tank and in the right conditions have the possibility to kill everything in the tank including your self if say you were to accidentally drop a light fixture or something similar carrying high current in the water.
They are great in conjunction WITH a gfci.