Let's use Newton's Law of Second Motion: F=ma. When no other direct force is acting on the system, the acceleration is due to the gravity. The modified equation becomes: F = mg. So, yes, you need to take into account the gravitational accelerations in the moon and on Earth.
g,moon = 1.622 m/s²
g,Earth = 9.81 m/s²
The net force is the tension of the string:
F,Earth - F,moon = Tension
Tension = (1/1000 kg)(9.81 m/s²) - (1/1000 kg)(1.622 m/s²)
Tension = 8.188×10⁻³ N
To convert, 1 pound force is equal to 4.45 Newtons:
Tension = 8.188×10⁻³ N * 1 lbf/4.45 N
Tension = 1.84×10⁻³ lbf