I've never had a lucid dream, but I've read a lot about them, mainly from this site. Apparently, there are a few things you can do. Spinning can change the setting of the dream, but you risk losing lucidy. Also, I've heard that concentrating on a single object, and making it more and more detailed can stabilise a dream. Like I say, I have no experience, but these are the things I've gathered from this forum...
You'll probably find your own way though, everyone's different.