lucid dreaming is being aware your dreaming....having complete control over your dreams...cause when you dream you are really controlling everything subconsiously.....people want to control it consiously.

OBE's are out of body experiences....im not 100% what this entails.....i think astral projection is a pretty close thing to obe's....when you make your "soul" leave your body and you can move around without your body...........i think

there is some info on it here
http://www.lucidity.com/

and an faq on lucid dreaming here http://www.lucidity.com/LucidDreamingFAQ2.html