Yeah, the same thing has happend to me. One time I fell asleep while watching one of the Nightmare On Elm Street movies and I had a nightmare of Freddy while the movie was still playing. A friend of mine woke me up and I told him a had just had a nighmare on that movie. I taught it was because of the movie playing and I was capable of listening to it while sleeping. What really helps me dream is Pink Floyd. Probably because its psychedelic music.