Well, technically you can translate this word-by-word. It would sound like "Ты танцуешь у меня в голове" or like you have translated this "Ты танцуешь у меня в мозге(у)". The former is more literal, btw.
But it seldom works in this way. I mean, it's not the right way to translate such metaphorical sentences word-by-word. It might be understood if you say "Ты танцуешь у меня в голове", but Russians don't say that.
Normally we can say "Ты не выходишь у меня из головы", "Ты засел у меня в голове, как... (here goes comparison)" or just "Я постоянно думаю о тебе". The first two are also used in metaphorical way, but in Russian one.