Should you get your masters degree from a different school then the one your received your bachelors from I received an associates degree in computer science from a junior college and then transfered to an university to pursue my bachelors degree. I am almost finished with that and I plan on continuing towards a masters degree. A lot of classmates tell me that you should get your masters degree from a different school then the one your received your bachelors from. Is this true? Why? Should you get your PhD from the same school your got your masters?  

EDIT:
Thank you all! This helps me a lot!
It is commonly accepted that it is generally better for a student who is going on to an academic career to get their PhD at a different institution from where they got their MS.  For an academic, the place where you got your PhD is generally more important than where you got your bachelor's degree and that it is important to have a PhD from the very best program that you can get into.  Studies have shown that PhDs from the top programs are much more successful than PhDs from lower ranked programs.  

There are lots of middle tier universities with good undergraduate programs that adequately prepare students for graduate study but that don't have very strong graduate programs.  If you're at one of those institutions, then you'd be well advised to "move up" to a better institution for your PhD.  

You've asked this question specifically about your MS degree, where this is much less of an issue.  If you're getting a terminal masters and planning to work in industry, then it probably won't hurt to get your BS and MS at the same institution.  If you're planning to get your BS and MS at the same institution and then go somewhere else for a PhD then having gotten your BS and MS at the same institution won't be a problem either.