I would speak to a personal trainer or super athletic friend or you could ask Mamasource, right? :)
It's very common to get a headache from exercising due to lack of salt or sodium in your system. This is especially common for individuals who sweat a lot. A cure is to drink a powerade type of product that has a good balance of sugar, salt, nutrients, etc, once you've started working out, or afterward. My track coach would say to only drink water before working out, and then drink gatorade or juicey things once you're done.
Also I remember a trainer saying some of the good things in bananas (I don't think it was the potassium) help after you work out. That's why I'd say talk to someone experienced in working out because they might have some tricks up their sleeve. Also they may have more info about the headaches. When I get a headache working out it's not a nasal one, but the whole top of my head, so that makes me wonder, but you could try a drink and see if it works. You may have some imbalance in your body and maybe your diet and a daily vitamin could help even it out. I'm definitely not an expert, but I know headaches can be common with exercising. Good luck!