the most important thing to do is not to worry, i know that you want to lucid dream, and so do i but it takes time, with me a hypnosis tape from remotehypnosis.com helped me...it gave me 2 lucid dreams in 2 days, it doesnt work for me anymore though, and now you have to pay for it...and the first ever lucid dream i had was by thinking of lucid dreaming from the moment that i woke up to the moment i fell asleep, that will adventually work becasue it is being fed directly into your subconciousness...

another thing that could help would be books or films to do with lucid dreaming, that worked for me so well that i actually pulled someone into my dream to make it a shared dream by watching all the nightmare on elm street films, although it gave me rehicring dreams about freddy krueger tring to kill me, actually those helped too because it made me turn lucid...

my advice is this:
- get a dream journal if you dont already have one,it really helps...
-dont get so wound up about failing, because its bound to happen,
believe me i know...
-and stick at it eventually you will succeed and when that day comes it will feel good to know that you put alotof work in it and that you have succeeded...