Ok, I'll give this a try
:
First of all, have you played the French horn before?? When I briefly tried it, I was told to sing the notes in my head it will help make the notes come out. If you haven't tried the French horn yet, maybe go to your local music store and see if you can just try one out. I'm curious to see what would happen...
Anywho, are you perhaps blowing too hard?? When you sing the notes, are "singing" those notes into the sax?? This might be part of the reason why your head hurts...
Is your presciption on your glasses accurate?? Sometimes if my perscription for my contact lenses aren't high enough, it makes my head hurt.
Are any of your pads on the sax leaking??
Hope this helps!!
P.S. But seriously, try the French horn idea...