Sorry you are having headaches :( Some people with MS do experience headaches. Certain symptoms such as Optic neuritis and trigeminal neuralgia can cause them, or just having a lesion in a certain area of the brain can cause them too. Some people with MS also have migraines but no link has been established between the two.
My husband has chronic daily headaches and gets some relief with excedrin migraine. What kind of migraine med you try? Some people have great success with Topamax, anti-depressants or anti-inflammatories. I wish you luck and I hope you get some relief.
Allow Healing Well to continue to help others, clink link for details