I've had plenty of lucid dreams, but my downfall in them is I get really excited and want to 'explore' the dream environment, and my over-excitement pretty much always guarantees I get pulled out of it and wake up
Then other times I will have a scary type one and I know it's just a dream (usually I'm stuck to the ground of the dream environment like being on fly-paper) and I will get scared and force myself to wake up.
That track reminds me of what also happens when you get stuck in the hypnagogic/hypnapompic stage of sleep where strange experiences can also happen. I had a series of episodes with that in one house I used to live at, every time I went to sleep I would fall into that stage and the same 'person' was always by my side and he would say some really horrible stuff to try and scare me. At first I would freak out and force myself to wake up, but when it kept happening I decided to try and face my fear and confront this 'person'/'presence'. I remember it was really hard to speak but I wanted to know what he wanted so I just kept repeating 'what do you want?' over and over again, at first it would come out really groggy like I had a severe speech impediment but eventually it came out well enough. I can't remember exactly what the reply was but I remember just getting really angry and saying 'well if you're gonna do it, just do it!' and then I woke up and it's never happened to me again so far, and this was well over a year ago now..
I read an article by a Psych once saying that she'd had alot of people coming to her with 'alien abduction' experiences, and she believed that all they were experiencing was hypnagogia-related dreams - the common factor among all cases that's consistent with hypnagogia is the feeling of being paralyzed, feeling, seeing or hearing presences around you that often seem malevolent, and the fear associated with not being in control of the situation. What I'm interested in knowing is why do these sorts of dreams happen? What is the reasoning and the brain chemistry behind them.. they're certainly very interesting.