Sigmund Freud said that dreams are a reflection of our unconscious. If you accept his theory, then you accept your desire for sexual contact with women. However, there are many other theorists, including myself, who do not hold to a hard and fast belief in the meaning of dreams.
Rather than trust what we SAY, or what we FANTASIZE ABOUT, I strongly believe we should instead trust what we DO. If you're sexually active with men, then it's a fact that you're heterosexual in your sexual choice. If you fantasize about women during sexual contact with men, if you consciously think about sexual contact with women, or if you don't thoroughly enjoy and take pleasure in sexual contact with men, then PERHAPS you have some level of desire towards women.
The truth about your desires is with YOU. My belief is that you know the truth and behave accordingly. Since your sexual behavior is with men, then that's your desire. Merely thinking/dreaming about women does not necessarily mean desiring them.
Another possibility is that there's some level of dissatisfaction in your sexual experiences, and you're looking for other behaviors to enhance your pleasure. Perhaps you think a relationship with another woman will be more satisfying. Do you have other dreams or thoughts regarding sexual actions? Do you want to do something you haven't been brave enough to ask for? Is there something he's afraid of, or unwilling to try?
There are so many possibilities about what your dreams mean. Your dream could be a fear, a no no, or a desire. I'm sorry I can't be of more help in this, but the truth is that only you have the answer and you can take the actions you want. Just do what's best and most positive for you.