You dont have to as long as you understand the properties of cement. I dont know why you wouldn't use aggregate though. Here is some good reading I found.Thanks for the input guys. I am pretty confident about making the forms and all. my main concern was the type of concrete. You don't haver to have the aggregate right?
Ayuh,.... I play with concrete, but don't call myself anymore than an ambitious Diy'er...Just a couple sacks of Quikrete, as long as it's air-entrained, should work for you. Make sure to have some wire mesh, so it doesn't crumble. Concrete's compressive strength is awesome, but its tensile strength sucks, hence the wire mesh.
As far as the process to finish it, all I can figure is what I've seen on DIY Network shows, so I'm sure someone more knowledgeable will be along shortly.