Yes... you should. I ordered a personal UPS/Surge protector for each of the computers in our offices when I ordered the new computers. One thing some people miss is the modem and router in the office. For example, each computer (and telephone) has its own power supply. The modem, router and hub are near the phone junction and on another circuit. By default, these would have not had their own power supply but added one to protect the network. (Besides, a loss of power at the hub is a down network too.)

http://www.apcc.com/resource/include/techspec_index.cfm?base_sku=BE350U
My point is, if you plug your monitor, cpu and speakers into the surge protector, make sure the other electronic devises on the network are too. (Modems, switches, hubs, printers, scanners etc.)
Just my hard earned advice. Oh... wait... your on 220 European... never mind.