Both Xanor and Zopax are trade names for the same basic chemical / medicine, Alprazolam. In general, folks, do always feel free to ask a pharmacist for information like this about your prescriptions : they're well able to explain such matters, and in fact receive a fee for being able to do so.
If the headache becomes a significant problem for you, you should discuss it with your prescribing doctor. In my experience sedative drugs like this sometimes make us sleep deeply and without moving, for a while, and especially if we have some neck arthritis, and are lying in an awkward posture, we may wake with a headache.
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