Do I need to remove the existing grass in order to have rock mulch?
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Smother the grass out with newspaper,cardboard and heavy Landscape fabric first.
If grass is not removed it will definitely grow thru the rocks. Once the grass has been eliminated put down good quality landscape fabric then gravel/rocks
Kill off whatever grass you have and then landscape material and whatever mulch you want
You don't have to clear the grass. Anything you wish to cover with gravel must be covered with landscaping "cloth" to prevent growth underneath. Don't use plastic, it fails quickly if you drive or walk on the area. Edging the area with bricks or paving stones set flush with the area filled will help prevent grass from growing into the area. Don't skimp on the gravel, the mistake most people make. You should have a depth of 3 inches.
Yes the grass needs to be removed along with extra dirt for the depth of gravel you will put down. Landscape fabric is a must to prevent any grass/weed growth and drainage. Then your mulch. Random Chance suggestion is kind of redundant. How can you have three inches of gravel without removing the grass and extra dirt?! A brick/paver border is a personal choice.
Really you can do whatever you want. Removing the grass before laying down a barrier and landscape gravel has many advantages. On the other hand you don't always have to do it "right." I saw this because we have have a few flagstoned areas that were not laid correctly and they work OK. They work a lot better than waiting for us to get around to doing it right . Because it still would not be done.
Many layers of newspaper can sometimes do the trick at killing the grass. You may get the odd tuft sprouting up but if you think the stones are going to roll all over the driveway, I'd remove the sod then lay down the stone. We have used landscape fabric - in the past - but found it didn't last that long and before we knew it, we were pulling grass and weeds out from between the stones. However, this was a few years ago and, maybe, companies now manufacture stronger landscape fabric.