i use a belt on squats... been doing it since 6th grade in PE and it just doesnt feel right if i dont do it. the few times i have done squats w.o a belt, my back gets reallyy sore but that might just be b.c my back isnt used to that much pressure on it. when your starting out, a belt gives you good form. makes your upper body want to stay upright so thats helpful as well.
as far as other lifts, i use it on military press and when i do HEAVY weight on deadlift. other than that, its not really necessary. as long as you have good form, you should not have any back discomfort on bench, curls, squats, pullups, or any other lifts with the exception of maybe some ab and back workouts and lift but that is normal.
another thing, make sure your doing some type of leg workout... squats arent totally necessary b.c they are hard on your knees but you should be doing leg extensions or leg curls or something man.