Movie-induced phobia

Usually when I watch "scary" movies, I come away from them feeling unsatisfied. Not only are they not scary to me, but they're actually pretty stupid in my opinion.
Then one day I watched "The Grudge". I'm not sure what it is about the ghost-woman, but ever since I saw it she's been haunting my dreams. Whenever I have a nightmare, she's in it, trying to get me. These nightmares are extremely vivid, and always make me wake up with my heart pounding and covered in sweat.
Has this happened to anyone else? Not with that movie in particular, but with any movie?

Estranged, maybe the ghost-woman reminded you of something scary that you went through in the past, or maybe you're going through something stressful right now and these nightmares are how the stress manifests itself. I used to have nasty dreams about monsters from all kinds of movies..

Bumping an old post here but I'm brand new and just started reading. =)

I suspect fear of The Grudge is down to that one scene, the scene where the protagonist resorts to hiding under the bedcovers to escape the girl, (hey, you're always safe there, right?) only to find that she's bloody well under there too.

Pretty well thought out bit of horror really, bothered me for some time too. =)