To determine wing loading, do you need to subtract the weight of the wing from the gross weight? Is it true that I must subtract the weight of my ultralight wing from the gross weight of my airplane inorder to determine the wing loading of my ultralight airplane? If yes,why is this so?
I read a pdf sometime ago stating that the weight of the wing is negligible when determining the wing loading.
No, you don't subtract any weight from gross when determining wing loading. 

In airliners wings can be 40% of empty weight which is often about half of gross, so it would make a 20% difference in the loading calculation.