Like Carol, I have gotten more susceptible to extra "pains" during mother nature's visit, the older I have gotten. I'm now 42, and in the last probably 3 years I have had much more noticable cycles. I have always had a relatively heavy cycle, but never had much cramping or headaches or even moodiness. No longer. Now I have dull headaches on and off the entire week. Moodiness... my husband can spot a mile away. He always could, but now, even I can tell a difference. My digestion is even "off" the first day or so.
What seems to help me, it to increase my fluid consumption. Being even slightly dehydrated seems to up the incidence of headaches for me. Try sipping water throughout the day... and have a half a glass when you feel that headache coming on.
It might also be the change in your birth control method, but it might not be. Check with your doc about possible correlation.