This ever happen to anyone? [SP]

If I ever go to bed way late(around 2am or later) I fall asleep and instantly have a dream, this happens without fail, but the dream always ends with me recognizing I'm in a dream and not being able to get out of sleep paralysis. This can happen three times in a row until I finally fall asleep for good. The sleep paralysis part freaks my body out a bit, a few nights ago I couldn't move and some guy was running at me with an axe and chopped me in half... pretty horrible. Has anyone else experienced this? Anyone know what causes this? It's always when I am extremely tired and can fall asleep almost instantly.
THANKS :)

Sounds awesome! Get used to the SP and see it as a very vivid movie which you're in. Just relax and try to use your "gift". I sometimes end up in a dream just an hour after sleeping, but this shouldn't happen that often as you're not supposed to be in longer REM periods until after a few hours of sleep. Have you taken a nap or done REM rebound the day before this happens?

I'll have to work on getting used to it, but I don't plan on staying up too late too often. I don't take a nap or anything before, I think it just comes on from extreme tiredness, I've woken up from dreams, look at my clock, and I've only been asleep for 30 minutes.