Do you think about your physical body or waking life when you realize you're dreaming? If so, try to avoid that as much as possible, distracting yourself by focusing on the dream world. Touch objects, look around, repeat "I am dreaming, this is a dream" to yourself... Waking up prematurely can also be an indication of over-excitement, as Zebrah said. If this is the case, chill and try to relax, again focusing on the dream.

And yes, if you wake up, be sure to do a reality check - sometimes when you're in a lucid and you know you're losing the dream, your mind will fashion a dream that just looks like you've woken up.