Yes, the appendix is connected to the colon, so if the colon goes, so does the appendix - as an analogy, you can't amputate a hand but still leave a finger.
On the upside, you won't be a risk of developing appendicitis now, and I recently stumbled across some interesting new research that suggests removal of the appendix at an earlier age (i.e. before age 30) actually correlates with a lower risk of developing Parkinson's disease later in life. Unexpected bonus? Maybe!