Dreams are made up solely by the brain. Science doesn't really know yet, but I say it's a mix of random neuronal firings and problems in your waking life that you are trying to solve (saw a NOVA special about how dreams is a way for people to do problem solving).
Sometimes when I get fanciful, I think we go to an alternate dimension when we dream, which could be heaven like.
But I do not go to Heaven when I dream. Most of my dreams are long and intensive, and sometimes include violence (I have killed my father 2 times in dreams in the last half year). Plus some of my dreams are set at my high school, and high school is hell!
It is possible that you dream of a heaven-like place because that is what you want. You're lucky :).