Winston Smith:
In short, no. But I will expand.
bup:
Sadly, no.
Zebra:
First off, when you realize you are awake, are your eyes open or closed? (Ie, do you open your eyes upon waking). You want to make sure you do not open your eyes when you awaken. As soon as you let sensory input into your mind, it “flushes out” your dream memory. What you want to then do is lie there and sort of let yourself fall back asleep so as to “re-enter” the dream. If you can recall your dreams simply by concentration, do so…keep repeating over and over what happened AS you open your eyes. Also, MAKE SURE YOU AWAKEN NATURALLY!! If suddenly jolted awake by an alarm, all bets are off 
Actually, having said all that, there is a more important way of ensuring dream memory: A “true desire” to remember them. You must convince yourself that your dreams are important and as such it is important that you remember them. This is a simple form of self-hpynosis. The more effort you put into remembering your dreams, the more seriously you take it, the more you will convince your mind that remembering your dreams are important. WRITE YOUR DREAMS DOWN. This single step will give overnight results.
RTFirefly:
Yes, that is precisely what lucid dreaming is. The level of control available in the dream depends on your level of lucidity. In low-level lucidity, your conscious awarness of the dream state is very cloudy and as such control is minimal. If you achieve high-level lucidity, your conscious awarness of the dream state is equal to that of being awake and as such your ability to control the dream is limited only by your imagination (and skill level).
Ruiniform: I will explain techniques shortly (in another post).
Sigmundex:
There’s a very distinct line between high-level and low-level lucidity. In low-level lucidity, it will not seem overly impressive that you are in a lucid dream - this makes sense as your thinking ability is very cloudy. In high-level lucidity, the impact of knowing that your lucid will produce a euphoric feeling as you realize the “sheer awesomness” of the situation. Yes, it is very easy in this case to become highly excited and wake up.
However, there are several techniques that are available and they are very effective (again, with practice though). I’ll discuss them in order of application. If you begin to notice the sensation of lucidity dropping, literally yell “I AM IN A DREAM AND I AM AWARE OF THAT FACT!” This is pretty self-explanatory. Generally what you’ll notice are the visuals disappearing. Colours turn black and white, fade out, whatever. When you see this happening spin around and around. Nobody knows exactly how this works, but the sensation of movement somehow “distracts” you from waking up. This is actually the most effective technique. Finally, try as best you can to maintain some sensory input in the dream. For example, if all visuals are gone, focus your attention to any sounds in the dream. If there are no sounds, see if you can maintain tactile contact with anything in the dream (ie, feel around with your hands). These two methods are interchangeable.
Anyway, hope this all helps!
(PS. THe single most important thing to keep in mind when experimenting with lucid dreaming (and any techniques) is having a genuine interest and devotion to accomplishing the goal at hand).