Unless a Catholic has made a particular vow to obey his confessor (as St. Teresa of Avila famously did), he isn't bound to obey the advice he receives in the confessional (or elsewhere) from father. We should do whatever penance we are proscribed, but any advice is just that - advice, and can be followed or not without sin.
That being said, obedience itself is a virtue and a sign of humility. St. Gregory the Great, commenting on 1 Samuel 15:22 "obedience is better than sacrifices" says,
obedience is rightly preferred to sacrifices, because by sacrifices another's body is slain whereas by obedience we slay our own will. (Moral. XXXV)
and St. Thomas Aquinas teaches that,
the virtue of obedience, whereby we contemn our own will for God’s sake, is more praiseworthy than the other moral virtues, which contemn other goods for the sake of God. (Summa Theologiae, II-II, Q. 104, Art. 3)
Therefore, we see that, freely choosing to obey our confessor can be very meritorious and frequently can be the only way we conquer a certain defect. Nonetheless, to answer this direct question, it is not required of Catholics to absolutely obey the advice priests, or anyone else, may give them, unless they happen to have freely taken a vow to do so.