The ego holds us to this world.  What is the ego?  The ego is a sense of self.  The ego is the feeling that you are.  But you are not, nor have you ever been, nor will you ever be.  You cannot be born and you cannot die because you don't even exist in the sense that you think of existence.  This is just a dream.  You have dreamed that you were born.  You dream of pleasure and pain, you dream of death, but upon waking from the dream, all this will vanish, all this will go away.  Nothing but eternity shall remain and there was really never anything but eternity at all.

When we go to the cinema and we look at the screen, we see images projected on the screen.  At times we could feel that the images are real.  We could feel, if we didn't know, that what we see on the screen is actually taking place, that those are real people up there.  But if we go up and reach for those images and try and hold onto them, we'll see that they're not real, they're only images.  All that exists is the screen. 

So consciousness is the screen.  That is what you really are: immortal consciousness.  The images on the screen are your perceptions, your feelings, the illusion that life is solid, that there is a material universe.  There is no material universe.

- The Lakshmi Series, The Yoga of Discrimination