Technically, your body IS paralyzed when you sleep, to prevent you from acting your dream out. You might think you're awake, but you might only be experiencing a bad case of lucid dreaming wherein you realize you are dreaming, but feel trapped because your body is actually paralyzed and don't know what to do. I've experienced multi-level dreams where I repetitively woke myself up, only to realize I'm still dreaming (or having a nightmare, as the case may be. Mine consistent and recurring "nightmare" is one where I wake up, stuck on my bed, while being robbed by people I seem to know).
There's no easy way to do it, or explain how it's done, but, you have to learn how to control the dream when you realize you are in a dream.