Yes, you need a microcontroller (MCU - microcontroller unit).
The MCU will read data from the sensor, process it, apply it into a format, and then send it to the radio module.
Think of it the way a dumb printer and a camera works - you can't hook them up together, you need a computer to print photos. The smart ones actually have a small computer onboard (MCU or FPGA)
As a side note, it's a bad design approach to hook them up at the same time, you should first understand how the sensor operates, then play a little with sending random wireless data using the RF link - only after you can do both pretty good (or have already written functions for them) you should combine them.
A decent tutorial on interfacing TSOP sensors can be found on my site
http://www.izua.ro/contents/4-Infrared_and_RC5You'd only need the first pages of IR and TSOP, the last ones detail interfacing with a TV remote control, which isn't suited to your application.