Can I use 'MU' plugins with WP3+BP? One says to upload to mu-plugins folder

Looking through the plugins quite a few, although saying WP3 compatible, also say you must have WPMU and one in particular (so far) says: "make sure that this file is *always* placed in /mu-plugins/"

I'm using WP3 and BP, new install, so don't have a mu-plugins folder.
Will these plugins work OK in the WP3 plugin folder?
Or, should I just create an mu-plugins folder?

I'm new to BP so don't want to screw things up before I get fully going.

Many thanks