Pinch the fleshy web of skin between your thumb and index finger HARD with the fingers of your opposite hand. Do it for 3-4 minutes, then switch hands. This works on the principles of reflexology, and should help rather quickly. If it is a sinus headache, you may actually start to feel your sinuses drain. Either way, it helps. Also, you can use a cold or warm compress over your eyes and forehead (whichever feels better).