I have been able to control my dreams recently, I think the trick is that during the school year I would have to get up and drive my kid to school, most days when I didn't sleep well the night before I would go back to sleep when I got home, who am I kidding this was almost every day. The days where I fell right back to sleep I found I dreamt (sp?) more and was even able to dictate the outcome. The days where I would lay there and watch tv before dozing off I would maybe dream but it was short and uncontrolable(sp?).
I guess the key is waking up after a couple hours of sleep then going back to sleep quickly, but you have to have been up and aware of your actions before getting back into a sleep that you can dream in.
That and taking a handful of goofballs helps.
It is pretty cool when you get one that you can control. Most of the ones I control don't end they fade out and I know I am awake but I am still laying there trying to keep the dream going. Maybe that part is the sleep paralasis part?