Yep, and it's not pleasant when you're lucid enough to know you're dreaming, but not lucid enough to be able to reason properly. It's just a general feeling of trying to solve something, without any payoff.
I've had several experiences of pointlessly struggling with a dream computer, or a more abstract sort of programming-flavoured dream puzzle.
That's where you want to get lucid enough to realise that struggling with the problem isn't a worthwhile pursuit now, and go do something fun instead :)