In star wars....?

Think of it this way: The Force acts as a fulcrum for a lever- you can lift heavy objects at a distance from you, but you can't lift yourself (would be like using a word to define itself!).

Mace couldn't use the force to break his fall because he was hurting both from having his hand cut off by Anakin and from the sith lighting Palpatine attacked him with.

Palpatine was also hurting when he fell, we don't know what Vader did when he grabbed the emperor and threw him into the shaft, but Palpatine does scream when he is lifted by Vader.

Anakin didn't fall into lava, he slid to the edge of a lava river and the he fried. The reason for this I believe is to show a metaphor about Anakin turning as ugly on the outside as he had turned on the inside.

Either that, or using the dak side is a one way ticket for uglyness.

Okay, this was explained, though not very well, in Timothy Zahn's second Star Wars book series (Spectre of the Past and Vision of the Future). It is said by Mara Jade as she tries to reach a shelf high above her that "no Jedi is strong enough to levitate themselves". You will see them leap high, add momentum to their jumps, and even slow their falls in the movies and books, but not once does one levitate him/her-self. It must be like lifting a block when you're still standing on it. Someone else can do it, but it's impossible for you to do it.

Still, Corran Horn can make you 'think' he's levitated himself.

I'm going to assume that they need to push the thing being levitated off another surface, whether it be the ground or even water. This is why they can't really fly, since they cant be too far from the ground or there's nothing to push off. When falling out a window of such a tall skyscraper, by the time he had something to push himself against, he would have built up too much speed to stop.

Well, if you remember, Yoda needed intense concentration to lift the starfighter out of the swamp. I would assume that falling out the window might take you slightly off guard and ruin your concentration... not to mention you'd be falling fast (probably too fast to compose yourself and start concetrating on levitating).

I think it takes them a bit to work up the power. Yoda had to really concentrate to lift the fighter, and even Luke had to roll his eyes back in his head to lift up 3CPO. It probably takes too long to work it up to save yourself from falling.

Perhaps in each case they were distracted. I think Jedi need to be able to focus fully on levitating things (including themselves) and in each case mentioned, the Jedi were completely distracted by shock, pain or doing something else (making lightning instead of levitating).

they can't really fly. They can propel themselves (like if one is hanging on a ledge, he can pull up and will propel his body up about 30 feet) but they really can't stop from falling.

it takes focus to do it