I used to have some trouble with this, too. Most of the time when I experienced SP without previous sleep, I would open my eyes afterwards only to find myself completely awake. Once I started learning to relax and view the HI passively, I could get through the transition into a lucid. Remember to never panic or think too much about what you are experiencing.

Another thing that has helped me was visualizing something during SP. One time I thought of wood while I had HI, and sure enough, the HI morphed into a wooden floor and I found myself lucid in a room with a wooden floor. However, since this was without previous sleep, I could not walk, but merely struggle to float around the room. There was still a lot of interesting stuff to see, but the dream was cut way short due to the shortened REM period you have at the beginning of your sleep cycle. For this reason, I would practice WILD after a WBTB, like I am currently doing. Three of my LD's have been WILD's at the beginning of the night (all accidents), but only one was worthwhile since I wasn't handicapped and it lasted 15-20 minutes.