I wouldn't rely too highly on the subliminal messaging to become lucid. From what I've read, these don't have too high of a success rate. Sure, people may listen to them and become lucid the same night, but most of that, I think, is just the placebo effect. When you go to bed thinking you are REALLY going to have a lucid dream, many will.
I've listened some some similar sound files before, but haven't had too much success with them.
This is not to say that the subliminal messaging is completely useless as I'm sure it works for some.
It might be the sort of thing where you have to listen to them often, which I haven't done. So I would just try listening to them a few more times. I think your listening to them at the right time, right before bed. I don't think you're doing anything wrong... I might have to experiment with them some more.