Well, if you believe in the afterlife, he is probably telling you in the dream that he's ok. He actually IS alive, just in another dimension. Personally, I also have had dreams of people and even pets that I lost who were very close to me. They're all happy and smiling and I'm happy for them that they're in a place where everything is wonderful. Of course, I still miss them...or a least the human side of me does. But my soul understands and so I thank God that I was able to talk to them still, even if it was only in a dream. Lots of time, we get more information in dreams then we do when we're awake.
Iff I were you, even though you still miss him, just be thankful that he's happy, he misses you too, and that one day, you will be together again, and then you'll both be happy. :)