Our expert says:
It's possible that it's aggravating the problem that causes your headaches, yes. Some people get exertional headaches because of blood pressure changes, specifically in how the brain regulates its own blood pressure. Sometimes doctors will prescribe aspirin because it helps to 'thin' the blood - this seems a little reliant on treating the symptom to me though, but it's a difficult one with not too much of a solution to it.
I had this problem at one point, incidentally, after heavy exercise, but it went away naturally over time and while that sounds weak, the same will probably happen here. As your body adapts to training, it improves.
Having said this, if you have the same problem as a result of tension in the neck, then your problem may well have a known cause and if you can sort that out, the exercise problem will be taken care of too.
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