Headaches can occasionally be the presenting symptom for an aneurysm, and the pain is actually caused by blood leaking from the aneursym. Therefore, if these headaches are new, and severe in quality I would recommend calling your doctor as soon as possible and consider having this evaluated. If you develop a constant headache or other
neurologicFocal neurological deficits
Multiple system atrophy symptoms, I would recommend going to the ER. Otherwise, these most likely represent some form of headaches which your doctor can evaluate and begin treating. Good luck.