Trying to convince dream characters that they're dreaming always gives me a laugh when I wake up. It basically depends on how lucid I really am. I recall a couple of times where I was with a friend when I went lucid, and I told them to RC and come fly with me. No such luck.
About your problem, I can only say that lucid dreaming is a skill, and as any skill it takes practice. Also, telling yourself you can't do anything (even if true at the time), is rather counter-productive. You want to be in a place of really expecting things to happen.