I don't know for sure, but I believe you don't have to. The x86 CPUs by default round to the nearest integer. The register should be set only when you want to truncate. C by default truncates, which makes the FP to integer conversions slower because the register must be always set before each conversion, and reset after it. The Intel compiler has an option for disabling this setting C conversion to the nearest, to speed up the conversion.
I think that was the reason why libsamplerate author created the lrint functions, to speed up the float->int conversions by avoiding changing the register, so if it was needed, he would have done it.