@mitran: People say you can lucid dream through sheer will with practice. I've tried it, got impatient so I quit.
I think nearly everyone does that at some point.
I've only been able to ever do it once. Was in an old school House where for some reason the Windows were barred up. I tried to use the front door to escape, but it wouldn't even budge. I went back upstairs to try and remove the bar from the windows. Then I realized I had passed out on my couch an hour ago, why am I all of a sudden in an old house? Suddenly, I could literally control everything that was in the house. The bars disappeared, the window burst open, and I began to fly out of the window. That's where, unfortunately, the dream ended. :(
One thing to note if you want to try lucid dreaming: It doesn't last for long at all.
I've only been able to do it twice.....