I happen to agree with Puffin MP3, Binaural beats, etc. don't seem to be effective, just a pain.

Try drinking apple juice every night, taking Fish Oil supplement (improves dream recall), and Vitamin B6 (helps with vividness). Also, keep a journal.

Also, Puffin is giving your GREAT advice. Stop several times a day, and seriously ask yourself if you are dreaming. Look at your hands while you are doing this. The purpose is to make this such a habit, that you will do it by habit in your dream, and that will remind you of why you are doing it, and suddenly you will become lucid.

My best advice: DON'T GIVE UP! It WILL happen, and when it does, that will motivate you further.

Good Luck!