I don't know what dolgic is, but as long as it's not ibuprofen, I can't see why it would be a problem. When I was first diagnosed, my doctor said to take acetaminophen as a pain reliever. The problem with ibuprofen is that it's an anti-inflammatory drug...which interferes with our treatment.
And yes, the headaches can be from the remicade. How long have you been on it?