Ok, so last night I had my third "lucid dream" that I've ever heard. The only problem is I can't seem to do ANYTHING in my lucid dreams so I'm starting to wonder if I've really been lucid at all or I just think I am. I've heard that you don't know what it really feels like to be lucid until you've had one. I was almost certain the first time it happened though that I was lucid because I've never felt that way in a dream before.

The first one I had was 1-28-08. The second was 2-8-08, and the third one was last night. I've been trying since November. They've all lasted around 15-30 seconds, and all have taken place in the morning: 7am, 8:30am, 10am respectively.
My main problem is that whenever I get the realization like I did last night that, "hey, this is actually a dream", I start to feel completely stiff all over like I can't move around my dream world. After this happened the first 2 times, finally last night I remembered one technique I had heard people talk about here where you can yell, "I'm dreaming!" as loud as you can to bring the dream back. But the odd thing was, I yelled it and everything got really intense for a second, but then started fading fast. All the colors of the dream started going to a greenish tint, then gray, then white and then I slowly woke up. When I tried to move at any point after I realized I was dreaming last night, I couldn't. There was this dream character I was trying to get close to and talk to, but I couldn't move close enough, it was like walking through water kind of.

And my previous 2 "lucid" dreams were similar and I'm starting to wonder if I was ever really lucid during them.
Am I just getting too excited when it happens, am I really experiencing a lucid dream, or am I doing something wrong?