Yes, you dream every night and have 4 or 5 of them. Some dream techniques have you waking up throughout the night to record your dream.
It's important to have pen and paper handy. Also remind yourself when you listen to the Paraliminal that you want to remember A dream when you wake up. The moment you wake up lie still for a bit and ask yourself what was I just dreaming. Try not to change position it helps to trigger recall if you're still in the position you were while dreaming.
You're on the right track. Having the feeling that you had a dream is a start. Keep at it and you'll be remembering them in detail.
Alex