http://adwords.blogspot.com/2008/02/update-to-display-url-policy.html They meant Landing Page URL, right? right? That had me a bit scared for a sec!
Yes, the display URL is supposed to match your landing page. If it doesn't match, Google will give you a very low quality score and/or not show your ad.
not true at all.. Your display url needs to match the destination URL at the text ad level, however you can override the destination URL at the keyword level. I do this often, especially for affiliate programs and all my quality scores are at GREAT!