I think everyone who loses someone they are close to dreams about them at some point, if for no other reason than that we miss them. My Daddy died in 2004. I dreamt of him a lot shortly after he died, but as time passed, it's less frequent, and the strained feeling isn't nearly as bad. And by strained I mean, on some subconcious level in the beginning, I knew he was gone, but I'd see him in my dream, and I'd panic, I KNEW I only had so long to talk to him, or hug him, or just be near him, because as soon as I woke up, I knew he wouldn't be there. The strange thing is, he died early in the morning while my Mom was getting ready for work, and I was having a dream about him when my sister knocked on my front door to tell me he was gone. The dream I was having of him was a good one, in real life he'd been very sick for a very long time, and was to the point where he was unable to even stand up to go to the restroom or get out of bed by himself, but in my dream, he was still sitting in his favorite over-sized rocking chair (he was 6 foot 7 and about 250+ lbs), but he looked healthy, and he was the healthier man I remembered from when I was younger. I was pregnant with my 2nd daughter, and our house had burnt down just a couple weeks before, without going into great detail, my life was a complete mess, my oldest daughter had been burnt in the house fire (it had started in her room because of a spaceheater and, miraculously, her burns were minor, but any parent knows that just the thought of what COULD HAVE happened can make you just as crazy as what DID happen), I had found out that I was pregnant with my 2nd child a few days before that and, after the house fire, I was convinced I had lost her (again, any Mother knows that you KNOW when there's life inside you, and also when it's gone). On top of that, my Dad's health was deteriorating quickly, and I knew he was dying - he had even told me before it happened, and that he was not afraid, and I shouldn't be either). In my dream, like I said, he was healthy - not young and running and playing, but healthier than he had been in years - and he told me again not to be afraid, that he wasn't in pain anymore, and that I would be fine. Then, in my dream still - right before my sister woke me up by knocking on my door - he touched my stomach, and told me again that everything was going to be okay, and that he loved me, "more than life itself." This didn't strike me as odd, this was a term he used often, with everyone he cared about.
I only dreamed about him once again before his funeral, our family was gathered in a strange house, and he sat quietly in the corner of the room, sitting in that rocking chair, just watching everyone. He never spoke, he was just a presence. For 2 and 1/2 weeks after he died, I still had that dead feeling inside, and was still convinced that I had lost my baby. My world had crumbled, my house had burnt down and I almost lost my oldest daughter, my Daddy had died, I thought I had miscarried, and I was spending so much time and energy trying to be strong for my Mom, who was a lot more distraught than I was. I didn't tell her I thought I had miscarried, in light of everything else at the time. I told her everything, and not telling her something as important as that took it's toll on me too, I had a nervous breakdown at work (very out of character for me, I'm usually not an outwardly emotional person, and it's rare that anyone has EVER seen me cry). That night, I was at my Mom's, my sister and aunts, who were here from out of state to be at my Dad's funeral and be with my Mom were there, my other sister was there, and all of our children were there - and it started to hail. It was the middle of February, so it wasn't that odd, except that when we talked about the hail to anyone who wasn't there that night, we got this "deer in the headlights" look - it hadn't hailed anywhere else. That night, I dreamt about my Dad again, and that "paniced" feeling I was talking about was there - I remember thinking, "There's not much time, you have to hug him and tell him you love him." I never made it to him in my dream, but he smiled at me. I woke up to my baby moving inside me - not just the little "gas bubble" flutters either - she kicked HARD.
Anyway, sorry about the long post, but I think there's a lot to be said about "unfinished business" or dreaming about someone you've lost because maybe, that's their only way of letting you know they're watching over you. Personally, I wish I could dream about my Dad more often, I miss him terribly.
But watchstopper - if it was someone you lost, why are you afraid of him showing you things in your dreams? Isn't it possible that he's just trying to help you with something, or warn you (hence the negative feelings) of something, trying to keep you from getting hurt? I hope you don't think I'm trying to be negative, I'm just saying that I would think if you two were close at all in life, he wouldn't intentionally do something to scare you now. Just my thoughts though.