I'm not pregnant but I have something that may help headaches...I get migraines alot too, but I hate to take pills or medicines because i'm afraid it'll mess with my system...
Try this though...It works good for me...I've found that once I fall asleep I can handle the headaches...
Anyways get some vicks vapor rub or something like it...And put some on your forehead...You don't need alot (that stuff is strong) and it will start to make your head feel real good...And for more comfort...Take a wash cloth and run it in really hot water...And then fold it up long ways and put that on top of the vicks on your forehead....
This way you don't have to take any medicines or anything wierd...Talk to your doctor though before you do it...I'm not sure about vicks vapor rub and pregnancy, but I can't imagine that it would hurt a baby, but you never know it's such a sensitive thing