you're not doing anything wrong, it takes some time, it's good you're trying new methods
a good method is s DEILD (dream exit induced lucid dream) and other variations of it.
(this might take a few nights, or not)
so, this method I'm going to link you to, is like a DEILD, but not, it is a good technique http://www.dreamviews.com/f79/**craz...rial-**-87710/

hope I helped, good luck!