I strongly advise anyone who is sending a CV or job application form to an employer to include a cover letter. It not only ensures that the employer receiving your letter knows why you are sending them a CV or application form (they may be advertising for several positions at the same time), but it also acts as a polite introduction, not to mention, gives a professional impression of you. It also creates a good first impression that you want to work for them and not just sending out your CV to anyone and everyone.