I have the same thing, I have the most vivid imagination and it's a pain, I sleep with the TV on, I have to or my mind starts running. However If I have something bad in my mind and can't get it out, I use my imagination to my advantage. For example, I saw I Am Legend late on night on pay per view, I loved the movie but in bed I kept thinking one of the zombie things was just going to jump into my window. So here is what I did, I started thinking that the disease which was a pandemic, spread quicker in densely populated areas such as New York City or Los Angeles, not the suburb of St. Louis where I am, so I figured if it were to break out at night it wouldn't travel fast enough to get to where I was in the morning, the next morning I wake up, don't think about it, slept like a baby the next night. Just try and think logically about things that may terrify you, then you will see straight through them.
EDIT: It's not easy to just to not watch things that scare you, I love watching Ghost Hunters (I think it's on the History Channel, not sure, I'm probably wrong) Anyway it's a show where these guys investigate hauntings and go to places with a lot of paranormal activity, like the tower of London. Great show but scares the crap out of me when I'm trying to sleep, I must have gone for a week without sleeping after watching the marathon, everyonce in a while if it's on I'll click it on, it's just something you kind of have to get use to.