I've never had a "lucid dream" and I have to say I'm a bit sceptical about the whole idea of it. I think I read somewhere that dreams reflect what you are thinking about just before you fall asleep? Perhaps if you think about controlling your dreams, you will have a dream where you realise you are dreaming and can control it, but you're not really you're just dreaming about controlling it because you were thinking about having a lucid dream before you fell asleep?
Also, you can convince yourself that methods are going to work can't you? Like, sitting on newspapers stops travel sickness. So maybe if you believe that listening to tones or counting backwards will help you control your dreams, it makes you have a dream about dreaming and controlling it? In the same way as thinking about it before you go to sleep does?
I don't know if any of that makes sense.