Actually, you don't have to use slicks on a trainer. I use a standard cycleops fluid trainer to warm-up for both mtn bike and cyclocross races -- with my knobby tires -- and it works just fine. And if you ever go to a mtn bike race, you'll hear the buzz/whir of every rider there warming up on their trainer (with knobbies).

Slicks will be quieter, and some folks will say they give you a more consistent feel, but knobbies work just fine too.

BTW, there are certain styles of trainers made just for mtn bikes. They have a rim-driven flywheel. This eliminates the need to swap tires if you don't want to use knobbies on your regular trainer.