i think there is nothing wrong with you. :) such dreams often haunt girls who have never been raped. you probably want to be saved, to experience the relief and bliss of somebody loving you so much that they would want to steal you away from death, and your imagination suggests that being hurt is the shortest path of receiving that kind of love. but being hurt isn't the point, is it? being loved is.
i believe that at some point every girl dreams of being saved from a dragon (or anything that can symbolically relate to a dragon: death, danger, disaster of sorts). another common fantasy, by the way, is saving someone else from death. wounded heroes that need someone to nurse them to safety are another fetish that manifests our desire to receive and express love.