You should go to a church or something. I've seen people with worse problems than yours get them sorted out that way.
This is actually a good idea, you could be, well... "possessed" by Satan.
And in your dreams, what do you mean by "Killing yourself" and it not working
Whats preventing you from "dieing"?
Please tell us more about your dreams, if your not comfortable with sharing it to everyone here, then you can P.M. me...
Just explain more.