Something to read about exercise induced migraines:
http://www.medicinenet.com/script/ma...ticlekey=51909
Are you getting your electrolytes?
The thing I'd say for migraines - is normally it helps to increase the bloodflow to your brain. peppermint tea, caffeine, etc. And do it, take excedrin migraine immediately upon the first sign of a headache...
Since you know when you're probably going to get one... i'd say start pre-treating after the event with caffeine or peppermint or something like that and see if you can stave off the headache...