Yes. Try taking some extra strengh Tylenol. If that does not help go see your Doctor and he/she can perscribe some thing for you that may help. Don't take any thing that your doctor does not reccomend. Especially, if you are pregnant. You don't want to harm the baby. I would also recommend increasing your fluids. You could be dehydrated that could cause a headache. Also, limit your time in the sun and heat can cause headaches also, among different types of smells.
