Horrible Headache While On Remicade

I had my last loading dose of Remicade about 3 weeks ago but for the past week I've had a horrendous headache on and off. Nothing has changed except for the medicine, could that be a cause? They're usually so bad that I need to take tylenol pm and take a nap to get rid of them (I've tried migraine pills, everything OTC really). Is this just a normal side effect of the medication or should I call my doctor (primary or GI?) and ask for their opinion?
Thanks for any help you might have.

Be sure you are drinking lots of water the day before your infusion, day of, and for a week after. That is what I do, and it seems to help.  You also may be having sinus issues.  I have those also, and it seems quite common with remicade.  My GI suggested I take a zrytec every night, and it has helped tremendously in the headache department.  My GI also gave my prescription pain pills for when I get a very bad headache (which isn't very often), since we aren't supposed to take otc meds except tylenol.

i've had wicked headaches the day after, but the last one was ok, since i had migrane tylenol the day of ( a few hours before )the infusion.