you need to recognise that you are having a dream, while it is happening. i think you could do this by visualizing your dream when awake, concentrate on it, whilst telling yourself that its a dream. eventually you will be in the middle of a zombie nightmare and at some point in your dream you will think to yourself 'hang on, they are zombies ah, it must be a dream. at that point you are in control of your dream. run toward the zombie screaming at it, waving your arms around and it will probably disappear. this actaully really works for me, but it wont happen overnight (scuse the pun!)