If the headaches are somehting new, you should get checked. There are other reasons for headaches besides medications, and in my experienbce it is better to rule out anything else and not 'ignore' it. If everything else (blood pressure, bloodwork etc) is ok, then I would concentrate more on treating the headache.
When I get a bad one, Excedrin Migrane actually helps me...I tried Butalbitol, but that didn't do much.