What does it mean when you dream in a dream?

Ok, I dreamt that I was at my family's home in the country. We were having a birthday party for my brother, and we needed something from town. My mother and I got in the car and started driving down the highway and I saw a very bright flash on the horizon followed by a line of bright super-explosions that very quickly came toard us. I grabbed my mom's hand in the few milliseconds before the fire overtook us. I felt the fire hit us and it felt cold and hot at the same time, almost like icy-hot, but throughout my whole body. My vision was filled with an extremely bright orange-ish glow and I brought up my hand to look at it and there was just an outline where my hand used to be and it was a brighter orange than the surrounding orange. I had the thought that this was the end, that I was dead and that it didn't feel too bad. Then in a split second I woke up (in my dream) and was back at my family's home. The whole dream proceded to repeat itself until I died again and then I woke..