Hey there! Yes, this is a very common problem that a lot of people encounter especially in the beginning. It may be that you are catching the dream, ie. becoming lucid just at the end of your REM sleep cycle when we usually wake up.

It may be possible to prolong the dream with the usual stabilization techniques, like rubbing hands, touching objects, etc. If the dream still slips away quickly, you can remain still in your bed and try to go back in the dream with DEILD. Here's more on stabilization and DEILD:

Dream Stabilization and Clarity Tutorial - Lucid Dreaming - Dream Views

http://www.dreamviews.com/induction-...cid-dream.html