I also experienced anxiety and nightmares when I started to detox mercury with cilantro and chlorella. The anxiety went on for awhile, but the nightmares were only one night, the first night that I took a combination of chlorella, alpha-lipoic acid and d-glucarate that I got from my chiropractor. I think that when you detox something, it will cause the symptoms that the substance usually causes, but more exaggerated. I know mercury causes headaches, but I can't remember if I got a headache when I was detoxing it. I do remember feeling really bad for a couple of weeks, though. So just hang in there.
How long do you do it for? That's a good question. Definitely until all the symptoms of detoxing go away, and then awhile longer, too. Maybe someone else can be more specific about that.