How long into sleep is this? It could either be that you're not out of Theta wave activity (when your body is beginning to slip into sleep, which means you're visualizing more than dreaming and would offer the visual of dreaming but you might physically move as you respond to the imagery), or your waking physical connection is remaining through REM sleep (not uncommon at all, and is usually tied to people that chronically sleepwalk/other-physical-sleep-activities). If it's too much of an issue, you might try taking a sleep aid to push you beyond what state you linger in, be it REM or Theta. Be careful if you consider Ambien, as it causes hallucinations and can make certian psychological problems worse during sleep.

I, myself, have been known to jump in bed, singing at the top of my lungs. Once I also grabbed my s/o's butt and said "spread em" before rolling over and moving on to the next sleep-rambling.