Can You Control Your Dreams?

"A lucid dreamer is a person who is aware that he or she is dreaming and is able to manipulate the plot and outcome of the dream, like a video game. It is not uncommon, and in children it can happen frequently, even as an expression of creativity, said Gary Schwartz, professor of psychology and neurology at the University of Arizona."
"Research suggests that various techniques can increase the frequency of lucid dreams. For instance, you can remind yourself before you go to sleep that you want to be aware that you're dreaming when dreams happen, said Deirdre Barrett, psychologist at Harvard University and the Cambridge Health Alliance and editor of Dreaming: The Journal of the International Association for the Study of Dreams."
Link To Full Article
This article, published on January 12, 2011 by CNN gives a brief overview of lucid dreaming and offers several methods that can be used to facilitate the process.  The subject was unfortunately reported on because of a connection to the Arizona shooter Jared Loughner, who apparently took an interest in the phenomenon.  The article then discusses how the inability to distinguish dreams from reality is considered a "red flag" for mental illness.  It is important to note that the author is not suggesting a link between the practice of lucid dreaming and mental illness.
There are several organizations dedicated to the study of dreams and the practice of lucid dreaming, as well as countless books/online sources related to the subject.
The Lucidity Institute Inc. (an online collection of materials on lucid dreaming)
International Association for the Study of Dreams (multidisciplinary organization dedicated to the pure and applied investigation of dreams and dreaming)