How do you lucide dream?
basically, learn to realize that you're dreaming. start keeping a dream journal, which will make you more concious of your dreams. pay attention to any patterns your dreams have. then, subcounciously, when you are dreaming, you may be able to realize it. another method is the reality check one. (personally, I can't do this one. it just doesn't work for me.) but with rc, you do constant reality checks, like glancing at a clock every few minutes, or asking yourself, "am I dreaming" constantly. after you do this enough, it will become habit for you. and then, when you are dreaming, if you ask "am I dreaming", you'll realize you are. (with the clocks, dreams don't stay in sync with real time. so if a clock is going psyco, you'll probably realize it's a dream.) once you realize you're dreaming, staying asleep is a problem, as well. you'll start to feel like you're laying down, feel the effects of dream paralysis, etc. move. run around, spin in circles, do SOMETHING in your dream. that's the only way I've found to stay asleep. the feeling will pass. and don't think about waking up, because then, you probably will. after you've realized your asleep and you aren't worried about waking up, have fun. you can do anything in a dream. try out different things. . . . remember you can change anything you want, it's your dream.
lucid dreaming is realizing that you are conscious or aware of whats going on in your dream and you have the ability to control what you do and say as you would if you were awake. Most people wake up when they realise that they are lucid dreaming but there are techniques. If you have a regular sleep pattern that helps. Keeping a diary and writing your dreams. Also for example throuhghput the day look at your hands and think if I see my hands in my dream this will be a sign to me that I can lucid dream the familiarity and the fact that you have trained your brain to do this will help if you do it for a few weeks.
There are a number of techniques, though as kingofpop points out, it's not guaranteed you'll be able to do it. I'd love to try it (it sounds fun, nothing more), but I don't really have the determination to keep a journal for long enough.
And yes, stay away from Sylvia Brown. She's a fraud and a kook: http://scienceblogs.com/insolence/2007/02/sylviabrownetriesintimidationwhen_he.php
There are several ways to induce lucid dreams, although none have had 100% success during tests. Here's an interesting read on one technique: http://www.lucidity.com/NL63.RU.Naps.html
By the way, Sylvia Browne is a fraud.
Actually, you can make yourself have a lucid dream. I read about it somewhere.
If I can find the article again, I'll send it to you.
I have also learned a lot by reading Sylvia Brown's dream books, you can control them you just have to use the right tools.
You can't make them happen - a lucid dream is a dream in which you are aware that you are in a dream while it's happening.