YOU CAN DO IT!
ive done it but its a very difficult skill and its wierd because you have to teach yourself to do it. basically, you have to change the way you think, and you have to think about it long enough that it transfers into your dreaming world. you have to teach yourself to pay more attention the world and remember it more than you would normally. then you should find yourself doing this in a dream, and in the process, you should wake up in your dream and think... "that doesnt make sense... that shouldnt be there..." etc...!
the times ive done it, are times when ive awoke in my dreams, realised the situation im in makes no sense, then i consciously decide to control it! im not sure exactly what level of contol your supposed to get. but i did what id probably do in real life, and thought of the stupidiest thing i could to test that i was lucid dreaming... et voila! a t-rex came storming through the streets!
other times have been abit more scary. the most recent i was in a car crash and i woke up in my dream, so in theory i guess im lucid dreaming, but it was so horrific and realistic the last thing i thought, as in real life, was about t-rex's storming through the streets. my legs were trapped and i had a chunk of metal sticking out of my stomach - only when i saw that i went into shock and i heard this god awful high pitched screeching sound...
but i could control it... everything went back but the more i kept playing with contolling the noise the more i changed what i could see. at first everything went black then slowly there was a white and blue light and as the sound got louder and louder it suddenly stopped and i was back in the car - i remember taking a deep breath in... then i suddenly woke up!
What The Funicular!