Ah, I do this sometimes and i dont regret it either. Those dreams can be real fun.

So uh..you want to stop it? To do that you'd have to completely isolate yourself from your dream environment and you MUST not get distracted. Dont talk to anyone and preferably, dont get involved in the plot either. Once you're lucid do you're own thing. Blow up a building or just fly away.

hope that helps