Do you have any other symptoms, like severe fatigue or shortness of breath with your pain? I don't want to scare you but I have a friend who had the symptoms listed above plus the pain you described and she had a large blood clot (saddleback, I think they called it) in the center of her lungs. If it's bothering you that bad you should go to a Dr and get it checked out.
Sarah, please go to the Dr. or ER right away! Better safe than sorry. A chest xray would tell if you have a blood clot and the thing is, you don't want to end up with a stroke. Please go get checked out. You need to get to the bottom of this. My friend had the headaches also and I hate to think what would have happened if she hadn't gone to the emergency room when she did.
I have noticed a shortness of breath but my thoughts on it was the fact that I'm always on the go. I have recentely developed strong throbbing headaches as well, this just in the last couple of days but I'm afraid it has to do with the chest pain. Seriously yesterday at work I felt the pain and it was sharp as ever, almost knocked me on my knees!
This sounds like musculoskeltal chest pain, probably caused by pulling one of the intercostal muscles. Maybe during exercise or other physical activity. Because these muscles are essential in breathing and keeping your posture, they tend to hurt a lot when injured. You should consider taking some ibuprofen and resting a little.