Yep! I get this all the time. Its called Lucid dreaming. There are alot of good books and websites. I have a book by Stephen LaBerge that can be bought on Amazon.

The most common time to have these dreams is in the early hours of the morning, when you have woken briefly then go back to sleep. There are also several ways to induce lucind dreaming. Wild and Mild technique are the two I know of..If you google them you will have lots of useful info!

Happy dreaming