Being an admitted Caffeine addict, I looked into Caffeine and withdrawl headaches. I'm certainly no doctor, so take this information with a grain of salt.

Basically, caffeine supposedly makes the blood vessels in your head expand, increasing blood flow to your brain. When you go off caffeine, these vessels contract, restricting blood flow. This restricted blood flow results in a headache.
Suggest to resolve this: Exercise. Physical activity will increase blood flow and alleviate your headache.

Okay, I apologize to anyone who actually has a medical background and thinks I've botched that whole concept. But I do recall that exercise was presented as a solution to caffeine withdrawl.