Obviously I disagree with Alex on this. I think you should write up every goal you have going through the 7 step process.
What this does is get it out of your head so you don't have to carry them around any more.
You can work on more than one thing at a time because your daily schedule allows you to have more than one type of goal. You have one for work, one for socializing, one for education,etc.
The other is don't get yourself stuck thinking this is the only way you can do it. You have to do what works for you. If you want to explore other goals it does free up alot of energy and your life begins to flow.
It provides a type of leadership to your sub conscious "Hey guys, this is the way we are going".
Even if you are not consciously working on a goal you have outlined, you would be amazed at how the Universe seems to line up behind the written goal and make it happen.
That's what works for me.
