i didn't believe this myth could be true, but i guess Stephen LaBerge (Ph.D) proved me wrong. There's an article about him on www.lucidity.com on which he explains it is possible on how to make it happen. (Christian's post just showed up, so i guess this answer can only confirm his answer).
I also found other guidelines/steps which tell you how you can induce lucid dreaming:
- Wikihow : 14 steps/tips on how to increase to chance of lucid dreaming
- FAQ of lucidity : starting from 3.1, tips on what you can do to lucid dream
- Dreamviews : They go a step further here. They offer online classes for a more in depth learning experience.
They are planning major experiments on lucid dreaming, global lucid dreaming experiment.
It involves a large group (over 1000 people, which cover the diversity of culture, nationality, and religion).
This is the first undertaking of this magnitude and it is only possible for it to happen now in the history of mankind, largely due to technology and the worldwide web. The experiment seeks to organize dreamers worldwide in a focused time of dreaming and, through the effort, to collect the largest body of experiential knowledge to date concerning specifically, lucid dreaming.
There is also note of an experiment From NIGHTLIGHT 4(2), Spring 1992.
They've had a group of people do 3 inducing techniques, 1 technique during one week (total of 4 weeks). These are the 4 techniques:
- No induction technique
- Form of auto-suggestion: before bed, they would write on a piece of paper: "Tonight i will have a lucid dream", and then sign the paper. (Control, a technique that they didn't expet to work).
- Reality testing: asking several times a day: "Am I dreaming?", testing the answer and then visualizing what is like to be dreaming and become lucid.
- MILD: Mnemonic Induction of Lucid Dreams (developed by Stephen LaBerge)
The results were pretty nice: In the week they tried Reality testing, 29% of the testsubjects had at least 1 lucid dream (this proves to be more effective when practiced more often during a day). In The MILD condition, 26 % had a lucid dream.