CPAP for mild sleep apnea?

I was recently diagnosed with mild sleep apnea and was given a CPAP machine by my sleep doctor, who swears that this thing is going to make me feel better. My sleep apnea is very mild so I wake up about 10 times an hour. I have been using it for about a week and haven't seen any improvements at all and unfortunately for me, I have just lost my insurance because of a recent job change and now I don't know if I should buy the CPAP seeing as how I will have to pay for it all myself. Does anyone with a similar, mild case of apnea notice a deference with the machine?