I enter a lucid dream via the WILD technique. After falling through the black void, I end up in a dreary, candle lit room. Suddenly a shadow approaches and begins to attack me. It lunges at me and momentarily displays some very frightening faces. I try to will it away but this is useless. At this point, I slow mo the entire scene and float up to the ceiling, ala matrix. The fighting commences and I am the victor. The defeated shadow slumps onto a white sofa and I walk up to it and tell it to transform into a woman. It responds with a ‘no’ and the dream instantly ends.
I can’t help but think that even though I was lucid, this shadow character had more control over my dream than I did. Anybody have a similar experience or know if this means anything?
The shadow thing could have possibly been your older unlucid self(notare you a natural LDer?) and you were fighting your instincts to go on living normal,unaware dreams.Apparently you won. 
Or it could be a government agent trying to sneak into your dreams to forever enslave your mind 
.Either way you wre the victor over your enemy even though it seemed to have the upper hand.
(Honestly I have no idea how that last part came in.I swear)
Edited for spelling
Just being lucid doesn’t automatically grant complete control over dreams, that has to be worked at. If you can normally control dreams completely then part of you may be rebelling, your subconsious doesn’t want the shadow to become a woman. One question to be considered is did the dream end because it was over or did you get startled that your dream refused to obey you and you woke up because of that?
I don’t get concerned unless the dream repeats, then I try variations, in your case if the dream repeats try ordering it to do or be something else, not a woman. If that doesn’t work then try taking control earlier, as soon as you achieve lucidity. If nothing works your mind may be trying to get some cryptic message across to you.
Wow… cool crap man.
I think that this dream was showing your victory over something that has happened recently.
I think that there was a part in you saying “what if i can’t control this thing? 
, then what do i do?” You didn’t think you could…hence the inablity to control him (or her). I think that you have to have faith and total control over your dreams in order to control them.
(Z)
… I think that’s a very good point, being lucid and being in control aren’t necessarily the same thing, I guess the latter is a skill that needs to be worked at; I still haven’t had a ‘proper’ LD yet, however in the semi lucid dreams I have had I struggle to control events and get frustrated, infact sometimes it feels as if the dream is working against me… I guess with pratice I’ll not only achieve more lucidity but also (seperately) more control…with PRACTICE!! 
What this dream is telling you is that you still have work to be done before you can enjoy being able to control your dreams. You need to look deep within and find and confront your inner demons. Then and only then will you enjoy innner peace. When you have gotten to this stage and the shadow appears you won’t have to lift a finger because you already know you’ve won. So till then SWEET DREAMS and good luck.