I've had lots of these dreams also. My fav. one was being asked by Stevie to go on tour and sing w/her because she had bought my album and loved it. So of course i went but we had to swim to get to each concert !
At every show there was a storm or a tornado so we had to wear helmets !! I know exactly what you mean about the disapointment of realizing it was all a dream !
I was soooo sad after i woke up ! But, on a happier note, those dreams always stick with me all day and sometimes the next. Too bad you have to wake up right ?