I need to learn to control this dream so I can change it...

In all of them I am in the same setting. A hospital in tucson, a state in Arizona.
I have never crossed Arizona except in an airplane.
(when I googled pics of this hospital it looks the exact same)
similarly, both in my dream and in the hospital, it is generally used for kids under my age for testing, or kids my age (15) with severe cases (but only in fatal issues like accidents and need help in a hurry or cancer-type of diseases)
Nothing thisbad has ever happened to me.
In this dream I am in the hospital, but i never know why. My mom is usually there crying, and I have never seen her cry (not that she is heartless, she just really doesn't want to in front of me.)
I apologize to her (just a tearful I am so sorry, never saying I am sorry for..... so I still don't know why I am in there)
When I go to sleep (in my dream) I wake up (dreaming) and see a kid who looks 8 look at me, and jump of of the window. When I gasp, I look out the window,and he is not falling, and no kid is on the floor. I go out in the halls and nobody is out looking for him.
Eventually though, a boy my age appears and walks into a room.
I follow him, and see sleeping patients and that boy starts screaming and lunging around like hi s lungs are on fire but nobody wakes up.
Eventuall doctors get me and bring me back to my room, they saw none of this, so they ask If I took sleeping or pain meds (I say I didn't)
When I go to my room, I find a girl in my bathroom crying blood and screaming, but they don't see it.
She moves and lies on my bed, and I have to get in my bed or the doctors will think I am insane, so when i get on my bed, I lie on her.
But I am not on top of her, I am inside of her.
When that girl disappears, somebody shoot himself, and nobody hears. Then the dream just skips to when my mom wakes up, and calls my dad, she says stuff really quietly so I can't hear, and looks at me and smiles with tears in her eyes.
After that I cough up blood, and nobody comes in.

Usually I would wake up FAST in a dream that scares me this much but in this one I never do, and I have had it 5 times in 12 nights.
Anybody know how to stop this or what it is all about?
I am not on any drugs and I am good in school very unlikely that I am insane.

That is one graphic dream... Sorry you have to go through that. You're not insane, don't worry about it. A thing that might trigger them is actually your fear of having them again. You're involuntarily inducing the dreams so to say. What you need to do is not to worry and don't think about the dream.

If you still have the dream though you should make it into a dream sign. I know it can be hard, but visualize yourself being in the dream and do a RC. You need to really imprint that as soon as you recognize the scene you have to wonder if you're not dreaming. A dream sign like this might not be pleasant but I'm not sure there's another way other than those two I just explained. Many people including me started getting lucid because of nightmares, and it helped me battle them.

Good luck!