I've just been asking myself the same question over and over again and I was wondering if any of you could help me

When I dream, I feel like it's part of reality (even though nothing looks the same [colors faded, sky is always black and other odd things]) and I go through it as I go through life
I'm always conscious that it's a dream but i'm confused about memory recall

normally I remember a dream when I wake up straight after (happens mosly when I mess with it too much or finish the little scenarios my brain has set for me)
but when I don't remember a dream does it mean I haven't been controlling it or I just can't remember?

It's very difficult to explain my question and I doubt I'll be able to put in much more detail on what the hell i'm on about than that but thanks anyway.
~newbiehacker