Answer:
You can't "control it" completely, but you usually dream about stuff you did/thought about/etc. all day or for the past few days. So if you wanted to dream about shopping, you could: go shopping, imagine yourself shopping, think about what you would need, etc. Of course the dream would have some odd twist to it, but shopping was an example. I find you dream more about shows on tv and someone you did something with that day.
From my own experience I just simply remember being able to partially control my dreams by basically creating it in my mind while falling asleep. For example if you wanted to dream about being able to fly, then think about that while trying to fall asleep. imagine yourself flying and create a setting, people, etc.