This is a common problem for beginners, so don't worry about it too much. When we have lucid dreams, especially in the beginning, we tend to have them near the end of our REM stage, so we're very close to waking up. That's why when you get lucid, everything fades and you wake up. There are two main ways to deal with it: the first is to stabilize, which means touching objects, rubbing your hands, etc. The second is to train yourself to get lucid earlier in your REM stage, so that way your consciousness is more anchored into the dream and less likely to wake up even if you do get a little excited. The latter really only comes with more practice. The more you practice, the more you get lucid early in the dream.