Adam's explanation makes a lot of sense.

You might try wearing earplugs when attempting to lucid dream. They won't block out ALL sound but they will muffle it a great deal.

I highly recommend "Joe's Earplugs" (http://www.joesearplugs.com). They're cheap but more than that they're COMFORTABLE and they work.

You can also go to Target, Walgreens, Eckerds, basically any grocery or drug store and get some ear plugs by "Mack's". They are made of foam and are shaped like small cylinders.