OK, this requires any type of Mp3 player.
Step1. Before bed, put the Mp3 player on your pillow.
Step2. Once you lay down, start the playlist (nothing like Cradle of Filth)..
Step3. 99% of the time, you dream about what you were thinking about before you fell asleep. If you were listening to your Mp3 player you were thinking about the music!
Result: Never have a nightmare!