I keep on having this dream about the girl who has come into my life recently but it's not a nice dream at all. It is always set in a circus. It starts off with having a good time, me laughing with her then all of a sudden she turns. Goes evil. Then the rest of the dream is with her shouting at me and chasing me with really bad clown make up on and I always wake up nearly crying.

Personally I know this girl. I met her at a party we hit it off well.. Saw her two times then she changed so that matched the dream... She has spoken to me and I have spoken to her about how we feel but I want this dream to go away. It's making my head hurt and it's making me tired.. Any advice?

If I'm tracking this right, both in waking life and the dream your relationship goes from a good start to conflict. If there's something beyond this dream life mimicking waking life, it's in the circus symbolism.
What occurs to me is that, as clowns are supposed to look and be funny, a badly made up clown would be one whose "mask" was very thin and obvious. A real clown might "clownishly" chase you; but not threateningly and while shouting. I'd say your dreaming mind is trying to tell you that that initial, waking mask of friendship was phony, and that her more recent behavior reveals her true self.
That, at least, is what I'd be taking from the dream if it was mine. It is trying to warn you away from her.