Or you can always bail out of a dream....

I have an interesting story to tell. I had this dream about 5 years ago. I was in the back yard of my house when this evil sorceress appeared out of the ground. She had a chainsaw and I knew she was going to kill me. I ran like hell, but she kept following me.

Then I went lucid. Realizing it was a dream, I said to myself "I've gotta get out of here. Wait a minute - you never die in dreams! So if I just try to kill myself, it'll end the dream!"

I stand about 10 yards from the brick wall of my house....I aim my head down, so i'm looking at the ground...and I sprint like mad, bull-charging the wall of the house at full speed...I see the wall getting closer, closer...

And bolt upright in my bed.