To get yourself used to it, try a mantra like "I will wake during every REM period" (or during every dream). What worked for me was that I wrote this in my DJ before I went to sleep, and I guess that helped to impress it into my mind. Since then, for a long time afterwards (like many months) I always woke up remembering a dream I had just had. Try combining the two methods at first, so the physical stimulation will ensure you wake up.