I tend to lucid dream reasonably often, and much of that time I can excercise some degree of control over the dream. There are, however, times when I can't change anything despite knowing it's a dream, and just have to either go with the flow or force myself awake. The other night I dreamt I was surrounded by around half a dozen people who were stabbing me with a variety of swords and knives and things. It hurt, it was annoying, and although I was aware it was a dream I just couldn't do anything about it. I could only groan "this dream sucks, seriously, fuck this dream" until I could wake up.