Damn blank! lucky SOB

the technique you use is a tough one to master.
Basically keeping your mind conscious while your body physically sleeps is different for everyone.
For me, I use the WILD method (wake induced/initiated lucid dream). In a nutshell, you sleep for 6 hours, wake up and try to get your mind awake as possible for 30-60 minutes, then go back to sleep. When you get into bed, you'll want to try what Blank suggested. Concentrate on the "blackness" when your eyes are closed... stare off into the distance. Eventually, for me anyway, the blackness turns three dimensional.. it's tough to describe. Once that hits, soon after you'll be seeing the colors and strange images appear. It's similar to pressing on your eyes.
After about 20 minutes (again, for me, YMMV), you'll feel "vibrations" throughout your body. Thats your physical body falling asleep with your mind still awake to feel it. It's the same process that happens every night, only you're mentally asleep by that time. If you're at this point, you've found the 'door', now all you have to do is walk through

Imagine a scenerio you'd like to be in... such as flying a plane, relaxing in a coastal villa, running through the park, or whatever you want. Drift in, and dont lose control

Once you're in, a few techniques can be used to stay aware.
If you begin to see tunnel vision or feel yourself waking up, try rubbing your hands together (or just LOOK at your hands... VERY funky).
Another way is to spin around. Keep spinning til ya feel you've got control again.
And last, once you feel yourself losing grip, try to fall or collapse in your dream. Dont move a muscle. Even if you do wake up, dont move a muscle, dont open your eyes. Chances are, you can drift right back into it if undisturbed.
Fun stuff