Dreaming Awake

I've discovered something strange that I do. It will happen about once every month or two, around one, two, or three in the morning, but not generally before midnight or after four. I will be asleep and dreaming and I'll wake up, and when I wake up I'll be quite tired. And every time I close my eyes I'll start dreaming again, even though I'm awake. I thought maybe it might be those weird sleep hallucinations but it doesn't fit the bill because I don't see things in my room, I close my eyes and just start dreaming. I've had times where it was fun (I know there was at least one, though I couldn't say specifically what it was), times where it was mildly annoying (one night when I kept dreaming I was a model on America's Next Top Model and drama queens were giving me trouble), and, most frequently, times when it's terrifying. See, these things happen most often when I'm stressed about something, when I was obsessing about something during the daytime. I'll go to sleep and still won't be able to get whatever it was off my mind. (The scariest time, however, was one night when I kept hearing voices talking to me and I'd open my eyes and no one was awake, I thought I'd gone crazy and bawled my eyes out.) I'm a bit of an idiot about it because every time it happens I'll just keep closing my eyes, thinking, "THIS time I'll fall asleep for reals." But for whatever reason, it doesn't work. I can keep this up for the better part of an hour. The only way to make it go away is to turn on some lights and actually get up, so I can fall back asleep from the very beginning. I really have no idea why this happens but I wish I could stop it because it drives me freaking crazy.