Quick comment coming. From what you posted it SOUNDS like there's probably not a whole lot to worry about. But that's hard to gauge. I have NDPS and very often have sore or even sometimes quite painful feelings around/behind/"in" my eyes and really most headache sufferers suffer from similar symptoms. In most cases they are a secondary symptom, a thing caused by the headache strain, not actually causing the headache or even directly linked.
HOWEVER, especially because you were somewhat vague on how bad the pain really is in your eyes (and I know it can be hard to quantify), it could be a potential cause for concern. One important question that I would like to ask is whether you experience any visual distortions, including but not limited to aura. Also, how would you describe the pain? Stabbing, burning, aching, heavy pressure, etc. ?
Again, I imagine that it's very likely that your eye pain is simply just caused by the stain of migraines. But let me give you a quick idea of some other things it could be associated with. Please remember that I have limited or no medical training and this is pure speculation, so please don't get worried that it could be something bad!
1) Cluster headache. You didn't describe what your headaches are like but if you experience cluster headaches then that would like explain the eye problems. If you need info about cluster headaches just check out this link to see if it may be what you're experiencing: http://www.mayoclinic.com/health/cluster-headache/DS00487 . To quote another article "the pain is lancinating or boring in quality, and is located behind the eye (periorbital) or in the temple, sometimes radiating to the neck or shoulder."
2) Ocular problems. Hopefully you've have a fully neurological exam which has included close examination of the optical nerve but using a scope close to the eye. It's important to rule that out. Also, consider getting an eye exam, whether you need glasses or not as optometrists frequently can more closely see if there are any problems in that area. One important thing that he or she may do is called something like a field of vision test. Essentially it's a comprehensive evaluation of your peripheral vision that can be very helpful.
3) Last, and almost certainly least likely is Idiopathic intracranial hypertension. This is almost always associated with visual distortions, problems in what you actually see, not what your eyes feel like. The typical way to check for this condition is lumbar puncture (a.k.a. spinal tap). It can be very serious but again it is quite unlikely. For more information: http://en.wikipedia.org/wiki/Idiopathic_intracranial_hypertension
One last thing, and I can't stress this enough: I have no sound reason to think that you might be suffering from any of these ailments. I very strongly encourage you to ONLY use this information to simply ask your neurologist whether he or she thinks that there is any reason to suspect the things that I've mentioned. I'm sure that things will work out and best of luck!
DX: NDPH, Recovered CRPS
RX: Lamictal, Provigil, Clonazepam, Ambien CR, Emsam, Namenda, Oxycontin, Oxycodone
PRN: Haloperidol, Zyprexa, Lodine, Zofran, Skelaxin