Oh, well, that's too bad. I'd switch dreams with you if I could! I always wondered what it would be like having someone chase me around and try to murder me. Not that that doesn't happen in the dreams sometimes - one time I had a teleporting ring that put me right in the middle of this evil wizards castle and he tried to feed me to a demon! - but I think it's less exciting when there's not a specific serial killer you're trying to run away from!
I don't think you should be trying to turn them off though, especially if you don't like it! If you try to fight something that you can't really fight then that really just makes things worse I think.