Hello Friend,
I am totally agree with you because I faced this serve headache.
Yes I was taking Proteins but consuming protein supplement is not enough to stay fit and sometimes they stimulate your nervous system. Then I realized that with protein supplements we should have to do regular exercise. So that, exercise will reduce the headache.
In that matter, I hired the personal trainer from http://freeformfitnessacademy.com/ because I want to gain weight by consuming protein.