It's called lucid dreaming, and I think it usually happens if you are in a lighter sleep than usual. All the dreams you remember are from the lighter section of your sleep cycle, but lucid dreaming is probably at the very lightest, just before waking.
You are able to wake up your mind while remaining physically asleep. I don't know the exact science, but haven't you ever had a dream where you felt like it was real and almost like you could make a decision?
Here's an interesting article I found about it: How Can You Control Your Dreams? - Scientific American
Actually, you've inspired me to try to work some things out in a dream. Thanks!