For some people it helps to close your eyes and take in all the sounds and feelings, so that you become more familiar and the dream can also last longer as you become more immersed. Also, try not to imagine it as being a dream, try to see it as reality, where you can control everything. So, and I'm not sure if this would work, when it starts to fade think to yourself "Why is reality fading? This isn't normal" or something like that. That way you shouldn't think that you're waking up, and hopefully it will work. Sometimes just knowing that it's a dream is enough to wake people up.