Don't worry too much. Most people have the opposite problem. They have to fight to keep from waking up. It isn't like the movie Inception, where the girl is screaming "WAKE ME UP!" By the time you get that excited, you will already have lost it.

I can normally wake myself up just by thinking about it. Sometimes I will open and close my eyes a few times, trying to get my real eyes to open. Beware of false awakenings when you wake yourself up from a lucid dream. Sometimes you end up just making yourself dream about waking up.