I was reading a few articles on the internet and most say these headaches are nothing to worry about but some with the pain down the bottom of your head and neck can be a possible problem.  I'm going to attempt to attach a link but i'm new here. So bare with me lol. I have other headaches so when I had a horrid one last week just prior to orgasm it only scared me but my bf also. I suffer what the believe are migraines but also have intracranial hypertension. Basically it's an increased cerebral spinal fluid production which puts too much pressure on the brain and spinal cord yada yada.

http://http://www.mayoclinic.com/health/sex-headaches/DS00645