Technically, you shouldn't, because Occlumency doesn't use a spell; it is merely a mental resistance. Legilimency, however sometimes needs a wand. Voldemort, for example is so good at legilimency that he does not need to point a wand at his victim in order to use legilimency on them. However, "Legilimens" is an acutal spell, which (unlike what Voldemort does, pulls the memories/thoughts of the other person so that the vicitm knows their mind is bein penetrated. When Snape uses Legilimency at the end of HBP, Harry is not aware of it. This is the same as when Voldemort senses the True/False of his victim's words. The victim does not realize it.