You do indeed. The problem is you bought it from the Parts Dept, but it is the Service Dept who will have to flash it with the correct software, so it is them to whom you need to be speaking.
Often times (as it appears in this case) it's as though the two Departments don't speak to one another............
The Parts Dept ought to have known that the ECM was blank and should have told you though..........
EDIT: To give you an idea there are well over 1000 different applications for that particular Part Number of ECM, plus earlier superceded P/Ns for the same thing, across the Cat Product Line. The installed software in the ECM is what gives the "machine identity".