I am changing out my existing shadow well pressure tank. Do I have to install a pressure relief valve?

Does a shadow well system with a pressure tank required to have a relief valve?

Is it required to have one? Not that I know of, but you can check with your state or county government to find out. I'd put one in simply because it is easy and cheap. The odds of a pump running non-stop enough to build sufficient pressure to rupture a tank? Very, very slim, but it has happened.

http://inspectapedia.com/water/Water_Tank_Safety_Valve.htm