yes you should. what a MILD is, is the ability to carry out future intentions while asleep - that being, remembering to realize that you are dreaming.
if you are having trouble remembering to do things in waking life, then you stand little chance of remembering them while sleeping.
Stephen Laberge has a really nice exercise. in the beginning of the day, set 4 targets. ex. every time i turn of the TV, every time i handle money, " " i hear my phone ring, " " i read something. your goal is to notice the next occurrence of each event, at which time you will do a reality check.
the exercise is designed to be practiced over an entire week. set your self different goals everyday. (Y)