Congratulations on learning the concept of fiction, which is something that most kids figure out by the age of five, but everyone learns at their own pace. The next step is to apply this knowledge to media other than movies.
However, when fiction is applied in nearly 100% of the movies
and when it is done so realistically that it seems real
You can tell yourself over and over that all movies are fictitious
But your subconscious mind will believe what it sees, not what you tell it.
True, that after the movie, you might be able to straighten your subconscious out a little, if you work at it. But you won't be able to do it completely. You will always believe some of the lie.

EDIT: You could always have a partial lobotomy done. But it might not work even then, because the brain stores everything in many places within itself.