I've had chronic headaches my entire life, so you have my sympathies. Sometimes it is just an adjustment period and should go away in a few weeks, which is about where you are. Some other things to look at:
> Have you cut your caffeine intake? If so, try going back to your normal levels. Although, if you've done it consistently for three weeks, seems like you should have detoxed by now.
> Do you drink enough water? Try drinking even more than you think you should.
> Have you drastically changed your sodium intake? I know a lot of people tend to go no-salt when they start a diet program. I live in the dessert, am very active, sweat a lot, drink a LOT, have very low blood pressure, and NEED my sodium!
> Are you spreading your meals out? Keeping a consistent level of energy may help.
> Are you eating all of your foods, including veggies and some of the limited freebies?
> Does your calorie level feel right to you?
> Have you drastically changed your exercise routine?
> Are you sensitive to soy?
I don't think that JC food has any more "bad" stuff than anything else on the market. If you were eating entirely organic, raw foods before JC, you might have a reaction to some preservatives. But if you were eating a "normal" American diet including restaurants, fast food, vending machines, etc, then I wouldn't think it's an ingredient in the food.
All that aside, I'll share my personal headache reliever...
> OTC drug of choice
> diet caffienated soda
> ice pack on either the back of neck or across forehead
> reclined on sofa in a cool room under a light blanket
> dog curled up at my feet
> History/Discovery/NatGeo channel on TV
> 90 minute nap
All things must be done in combination or it may not work!

It's not a sure-fire cure, but it takes the edge off anyway. Sometimes just breaking the cycle is enough.