Ah right, sorry!

Also, I have had a dream where I was concious that I was sleeping and I really wanted to wake up, so I was telling myself, if I just move one appendage I can wake up and go about my business, just one appendage. I don't see anything here but dark. During this I am quite literally terrified, maybe that's what death is like, but you can't ever move.[/b]

Well, if you knew it was a dream, then yes, that was a Lucid Dreaming. Being aware that you are dreaming is all that is required for it to be a Lucid Dream. But, I can't tell if that was actually a dream or if you were just experiencing intense sleep paralysis. Maybe a bit of both. If your dreaming, it just sounds like a nightmare you can't wake up from. If thats the case, all you need to realize is that its your dream, and your in control. Believe you can do what you want, and instead of waking up, try to turn the scene to something more appealing. However, if you want to wake up, that would be the time I suggest closing your eyes

Normally its said never to close your eyes when Lucid Dreaming, as you'd wake up or at least lose Lucidity. If you really want to wake up, closing your eyes may help. For some reason it seems to affect our real eyes.