Hypnagogic Sleep Paralysis - I think when you reach this stage of SP it really is more about keeping awareness that you are falling to sleep, that your body is becoming paralysed and you know that you need to go with it, but be relaxed enough for you to enter a lucid dream, but not too relaxed to fall to sleep - It is a difficult one to catch as there is a very small window here from when your body falls to sleep and you get to the transitional period of consciousness being awake, to consciousness and being asleep (lucid). With time and practice you can learn to notice your bodies changes and when you are falling to sleep. For me when in Hypnagogic SP I always force my body to shift and move and get lucid this way, because I know my body is ready for sleep and the sensation of the shifting keeps my mind awake enough to enter a lucid dream.

Hypnopompic Sleep Paralysis - This is a lot easier than the above, for me when in Hypnapompic SP it is really just a matter of realisation that it is just Sp and that you are still asleep and your mind has just awaken before your body, and simple just to roll out of your body and into a lucid dream. I think this is where a lot of people think they have an OBE because certainly for me when I roll out of my body from Hypnopompic SP I always become lucid in my room, where I have been sleeping and is a very weird feeling for the first couple of times, but when you get used to it, it becomes easier and you never fail to become lucid.

Good luck and keep trying, you will get it