It depends on if you are using the Wide Vision Lens or not. If you are trying to calibrate the sensor without the Wide Vision Lens, then you do not need to use the checker board pattern. If you are, then you'll be prompted to calibrate using the checker board.
When refining the depth image over the color image during calibrator, please make sure that you have successfully aligned them to where the depth image almost perfectly over laps the color image. Please have a look at the tutorial when prompted if you are having difficulties.
Let us know how it turns out.