A professor of mine once posed the question to me: If you were independently wealthy, what would you do with your time? That right there is an important question. Let me explain this a little more. Being independently wealthy means you don't have to do anything for your money - it's just there like a well of oil in the back yard. In other words, you have 24 hours a day to do whatever you want with no financial constraints.
Most people start their answers with "buy a new car" or "purchase the largest house in a nice area". Others start with "visit Europe and my whole family." These are all awesome ideas, but the crux of the question is what happens next. OK, you've bought everything you want, now what? What would you do day to day? Would you volunteer at a local homeless shelter? Go back to school? Knit a blanket? Perhaps try to take over the world? What would you do with your time?
Answer that question now. It's your dream, so be honest about it.
Now here's the trick: how can you start living your dream today? If you want to direct movies, how can you get involved with movies? Perhaps you can't do exactly what you want to do instantly, but you can at least get yourself a step closer in the right direction. Honestly, it really doesn't matter how well your current job pays if it's not what you truly want to do.
Finally, this question falls right in line with the statement I first heard from my dad: do what you love, and the money will follow. How are you incorporating what you love in your life?