Hey Jenny: I have heard of others suffering with this kind of pain and they call it "ice-pick migraines". I believe that they say that it is the stabbing pain that only lasts for seconds at a time. I have that same kind of pain - stabbing through behind my left eye through the eye and on the left side of my head. The difference is - my pain lasts (into a full-blown migraine for days) instead of coming and going.
Hopefully, someone else can tell you if your pain is the ice-pick migraine kind or something else and what you can do for it. My recommendation would be to see a neurologist who specializes in headaches.