Dreams are a way of the brain to sift through the imformation of the day. Nightmares are very very very important because they reinforce "good behaviour". It's a continuation of the positive/negative reinforcement. Good behaviour stimulates our brain to give feelings of pleasure. Bad behaviour usually causes pain which tells us not to do it again.

Nightmares occur to reinforce the fact that the behaviour the night before or the day before or the month before or the year before would cause a loss of life. It is a defensive mechanism to preserve ourselves. Let your patient understand that and he might deal with them alot better. They start to fade when either he paraglides/snowboards/walk through the woods alone/<insert phobia here> again to reinforce positive feelings with those activities or avoid those activities all together. In both cases they fade away but will return in times of stress or having a bad day with those activities.

Adamo