I suggest that anyone interested in learning more about the subject (Nixon, animepornstar, NetGear) look for book by a Dr. Stephen LaBerge. I have one of his books, bought it several years ago. He may or may not have a newer one.
Anyway, animepornstar, there are studies that show that not only is lucid dreaming not harmful, but it can actual be very beneficial. For instance, recurring dreams (which are usually disturbing) are said to be caused by conflict in waking life. By taking control of your dream and confronting and resolving the conflict through lucid dreaming, you can stop the dream from recurring. There are also studies that suggest other mental and perhaps even physical healing benefits of lucid dreaming.
NetGear, if you become lucid and feel yourself starting to wake up (which is very common, especially when you are new to lucid dreaming) try spinning in the dream. For whatever reason, this will help prevent you from awakening. If you have trouble with false awakenings, try writing "AWAKE?" on a piece of paper, and taping it to the wall by your bed. When you awake from a dream, you can look at this sign, try to make the words change, or look away and then look back. If the sign is always there and constant, you probably are not dreaming. This assumes sufficient light to read the sign of course, maybe from an alarm clock or something.
Nixon, think of it this way ... we all sleep, and we all dream. While you're doing it, you might as well enjoy yourself. I can think of no better way to enjoy sleep (I'm talking about actual sleep, so don't say anything about sex

) than lucid dreaming.
To any and all, as has been said here, it is mental conditioning. But I disagree somewhat with CrackedCrystal's comment that it isn't anything that conscious that you do. I will explain later.
First, before you even begin to think about lucid dreaming, you have to recall your dreams. If you already do, great. If not, keep a dream journal as has already been suggested. Write down your dreams as soon as you wake up from them, or use a mini tape recorder under your pillow. This may be difficult if you have a sleeping partner, especially if he or she is a light sleeper

The practice of writing and reading your dreams will help you to recall them, and also help you to recognize dreams vs waking life.
Next, now that you regularly recall dreams, you need to learn how to recognize them. This starts in the waking state, which is why I think it
is something conscious that you do. While you are awake, get in to the habit of performing "state tests." Ask yourself if you are dreaming, and look for dream signs. Practicing this during the day is what will help you while dreaming.
Then, when you go to sleep tell yourself "I will wake up after every dream and I will remember my dreams" as you fall asleep. As you go back to sleep (after writing in your dream journal) imagine yourself in the dream again, but this time imagine seeing a dreamsign and recognizing that you are dreaming.
Finally, I once again recommend reading Dr. Stephen LaBerge.
Happy Dreaming!
