Lots of info on SP here:
http://en.wikipedia.org/wiki/Sleep_paralysis
Some tips I've learnt from my experiences with sleep paralysis:
If you're extremely frightened, having hallucinations etc. and really want to wake up, move your eyes from side to side very quickly. This always wakes me from SP.
On the other hand, if you want to experiment with using SP as a way to enter a lucid dream, I would advise closing your eyes, concentrating on the feelings in your body, then get up out of bed and walk about a bit in your room, keeping your eyes closed, maybe reach out and try to touch a wall or door. Then open your eyes and do a reality-check. You will most likely be standing in a dream-representation of your bedroom, and you should become lucid.
SP can be very scary but once you start seeing it as a way to become lucid, it's not so bad. You might even start looking forward to it.
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