I almost never think in just one language, so it's pretty easy to understand that I don't dream in only one language either.
It happens to anyone who speaks at least one foreign language fluently.
I think the only times when I only think in one language are when:
1) I'm writing a text or a post in a langauge
2) a few minutes (~20 minutes to 1 hour) after watching a movie or hearing a story or a play in a certain language.
Because of its Germanic roots, English helped me a lot with learning German, so ever since I got here I've been thinking pretty much solely in English mixed with German (the latter only if the thoughts I have on my mind are simple enough - I would do it always, if only I could...). I've pretty much intentionally forgotten that I have a mother language, until I become fluent in German. Having a dream in German proves to me that I can think in it, without problems. Okay, I still cannot express myself coherently if I have to explain something complicated to someone, but at least my brain is getting used to this particular kind of thinking. Learning a foreign language is like re-building the categories with which your mind works, one can never become fluent in a language if one constantly translates from another language.
Edit: BTW, tomorrow I have a German exam, which if I don't pass, will send me back to Romania.... I have absolutely no fear though, and somehow through some weird effects of the psychological factors involved, I've become way, way more confortable with speaking in German in the last 2 days or so.