In C# is default case necessary on a switch on an enum?

I've seen posts relating to C++, but am asking specifically for C# .NET (4.0+).

In the following example is a default case necessary?

public enum MyEnum : int
{
    First,
    Second
}

public class MyClass
{

    public void MyMethod(MyEnum myEnum)
    {
        switch (myEnum)
        {
            case MyEnum.First: /* ... */ break;
            case MyEnum.Second: /* ... */ break;

            default: /* IS THIS NECESSARY??? */ break;
        }
    }
}