My dream felt so real and I couldn't wake up?

I've had a very frightening dream. I was aware of the fact that I was dreaming. I was "exorcised" if you can believe that and I really FELT the pain of people hitting me with their whips... The saddest thing is that they were my relatives and the ones I really care about. My questions are: Why couldn't I wake up that easily?Why did it feel so real?How can I prevent this? I usually closed my eyes in my dreams and they used to go away but it seems they're beginning to fight back.