The way I did it with relative ease, was to not worry about waking up in the middle of the night. When I woke up in the morning, usually to an alarm, I would write down the dream that I had just had...even if it was very hazy and non-descript. After only a few nights of this I began to wake up naturally after every single dream. I don't even need my alarm clock anymore, and I seem to wake up very refreshed each time I awake at the end of a cycle instead of in the middle.