Getting too excited as well as trying too hard to do something in a lucid will cause you to wake up. The best is to either find and avoid the things that causes you to wake up, like Placebo said, or try to maintain an apathic mood towards the dreamscape, which is a lot harder but can be mastered with some practice.

Oh yes, try out some dream sustaining methods too. Like rubbing your hands and spinning. These techs work for some people.