I was abducted by Aliens last night, should I report to the police?

OK, last night I was driving to around the country side near the SSC (Superconducting Super Collider) in Waxahacie, Texas and I saw this strange beam of light in the sky. As I drove closer, I saw flashing white light and yellow light. When I finally reach near the site, I saw wavy blue lights moving sort of like the water streams. I thought it was cool and went there to check it out, when suddenly I heard a loud bang, when I woke up I was sitting on this stone-like room. The lights were extremely bright, I couldn't see anything but sometimes I could see glares of faces (I don't know if they are humans or not). Then I felt an out of body experience, as if I was floating, I didn't even use my body in fact, It felt like my whole situation is controlled by my mind but yet it feels real. I eventually saw another burst of light that they hit me with in that room. Afterwards, I woke up at the same spot but It was day time and my head hurt really bad. I told one of the locals to help me call the police and that I was abducted but they wouldn't help me. I'm thinking about telling the police station or government about this, should I do it?