What is the Matrix?

So - 2 days to go.
Whoo!
Can't wait. We all know what's going to happen in Return of the King. But this...

The following very strange theory is not mine. It belongs to my college friend James. But it weirded me out so much I had to share it here. I paraphrase, of course.
"So. What if, at the end of the movie, Neo turned towards the screen?
Started speaking to the audience? Saying that the whole movie had just been to prepare us?
And then everyone in the cinema 'wakes up'?"

We come up with some strange stuff in our class...