It may seem unlikely, but studies have shown controlling dreams is possible.
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Lucid dreaming — that is, being aware of and able to control your dreaming state — may sound like a typical nocturnal experience to some, and just a pipe dream to others.
Whatever your opinion, the phenomenon of lucid dreaming has been observed in the laboratory. Subjects have been able to communicate to the waking world from their dreams using agreed-upon signals: namely, patterns of eye movement. Much dreaming seems to accompany a sleeper's rapid eye movement (REM), which occurs at a specific stage in the sleep cycle. Eye muscles are exempt from the paralysis that prevents other muscles in the body from acting out one's dream-movements. A lucid dreamer can shift eyes downward in a dream and the sleeping body will duplicate the action.
Several books and films (notably "Waking Life") have dealt with the notion of controlling one's dreams, but in the scientific world the study of lucid dreaming has remained peripheral to sleep research.