Yes, the CRC_ERROR pin in Cyclone® IV GX devices needs to be connected to an external 10-K. pull-up resistor to an acceptable voltage.
In the Quartus® II software Settings --> Device --> Device and Pin Options --> Error Detection CRC, you can check/uncheck the "Enable Open Drain on CRC Error pin" checkbox. The CRC_ERROR pin is always open drain regardless of this checkbox.
This is a Quartus II software problem in versions 9.1, 9.1 SP1, and 9.1 SP2, the checkbox should be grayed out. It is grayed out in version 10.0 onwards.