Hello TTG, before i start, i would like to say yes, this is what the little boy did in the movie insidious, yes, iv'e done this BEFORE the movie came out, and
THIS ISN'T LUCID DREAMING!
If you would like to Lucid Dream, please visit the LINK
Thanks.

Now, Astral Projection, unlike Lucid dreaming is your Soul, or inner self, leaving your body.
before you Astral Project, It is best to Project while really tired, or just waking up.

Clear your mind, have hot milk, and just relax. start by tensing each muscle, then relaxing it, starting with your toes, and working up to your neck. Keep your eyes closed and focus on one point on your head, such as your forehead, or the tip of your nose.

this is when it gets tricky and when many people, such as myself, have the most difficulty. When projecting, your body may vibrate, or shimmer, and don't be alarmed, because you're almost there! In your mind, imagine lifting yourself out of your body and to the base of your bed. this will take practice! note: you may begin to hear even a buzzing sound, thats normal too.

You should start to feel heavy, and when all the vibrating and/or buzzing start, just imagine rolling out of your bed. if you stand up, and see yourself in the bed, you have done it! to see what you can do, put your hand on the wall, and apply as much force as needed until you're through the wall, and have fun on your adventures.