*the first step contains 2 parts*
you go through dream cycles when you sleep at night resulting in more than one dream. the difficult part is remembering your dreams when you wake up. To do this, literally say to yourself in your mind "i am going to dream tonight, and i will remember what it is, i will remember my dream tonight" while repeating i garuntee you will doze off to sleep. believe me it works. That part will help you remember your dreams.
the next part of step one: make a dream jounal. Doing this allows you to build a reliable dream recall(AKA remembering your dreams). when you wake up in the morning, find a place to type/write down and dream you remember from the night. describe it, tell what happen, write down anything that stuck in your mind. for example, i typed mine in a simpel microsoft word file when i woke up. this part is important. do this for a week or 2 until your pretty confident in your dream recall.

step 2. "reality checks"
give yourself mental clues throughout the day, the idea of this is to set up red flags or your dream. to take hold and control of your dream, you have to realize your dreaming, while in your dream. this part is tricky. set up clues like looking at a clock, looking away, and looking back at the clock. in dreams the time will most likely show 2 differnt times, a red flag. another way is to look at your hands, for they will often have more than 5 fingers in your dream, another red flag. so during the day look at clocks, down at your hands, and say "this is real" or "im not dreaming"

step 3 "lucid dreaming"
all of that takes alot of mental training, but the moment has come. once you realize your dreaming, while inside your dream, stay relaxed, if you become like "holy s*** i got it" youll probly wake yourself up =/. now your in complete control and you can do whatever the hell you want.

step 4 "caution time"
high adrenaline/stressful times relay real time to your heart rate, if you choose an erotic dream, your heart rate can increase, if scary things happen like car accident, that can also cause a heart rate increase. most people will be just fine, but if you have a heart condition watch it. IN BAD SITUATIONS, that you may dream, your setting will immediatly change if u start spinning, keep that in mind.

i cant really think of much else to tell you all, if it sounds appealing to you, ill post a link that has a much more detailed tutorial, other methods to achieving this lucid state, and more informatin/helpful tips to make it easier.

Dream Recall Tutorial - Dreamviews lucid dreaming forumsmany credits to that link, as i basically summarized most of what it had to say. still look at it if your interested. thats a guide for the mental preparation steps.
here are links to inducing the lucid state:
http://www.dreamviews.com/community/showthread.php?t=1885
◦WILD - Wake-Initiated Lucid Dream - Dreamviews lucid dreaming forums
Reality Checks - Dreamviews lucid dreaming forums◦HILD - Hypnosis Induced Lucid Dream - Dreamviews lucid dreaming forums

gratz if anyone read through all that, but seriously if your intersted check out those links