If anyone can tell me, I would really like advice on how to fly in my dreams?

I've always been able to control my dreams (Lucid dreaming) and can do anything else other than fly.

For example : I was on the top of a high building, with two of my friends standing beside me. I'd been lucid for a while up to that point and knew it would be easier and quicker to just fly to the ground instead of taking the stairs.
The only problem is when I jump off, I fall, not fly.

It's happened a few times to me now, and it's starting to wind me up.
Surely I should be able to do anything?
If for example I can blow buildings away with a simple thought, why can't I fly?

Any help? All views welcome.