Write it down not to remember it but to get it out. Brain storm it like you would in grade school even. Delve into it - write down everything you associate with it, even the pros and cons of acting on it differently. Work it, don't just remember it.
I used to have the same dream over and over about once every few weeks when I was a kid - in fact I don't remember ever not having this dream and honestly thought it was a terrifying memory until I was corrected. Last time I had was about 9 years ago. Wrote it all down, everything I thought, felt - both emotionally and tangibly (it was that real) - everything it made me think of. Once I understood it, it stopped. Haven't had it in years.