{Everything that Zebrah said in his post.}

When you're doing a reality check, you should be consciously thinking about what you're doing. For example with the finger, you should be aware as you put your finger through your hand, and you should also be waiting to see what the result will be. A good way to improve awareness is to do a bit of ADA (All-Day Awareness) practice. KingYoshi wrote a great tutorial on ADA which can be found in the DV Wiki.

It may also help to do more than one type of reality check, because sometimes reality checks do fail.

ShockWave.