Sinus headache during pregnancy!?!

Any other pregnant momma experiencing bad headaches? I have had one for 2 days now, on and off. I know during pregnancy there are medicines I can take for a headache, but I'm trying to dodge taking anything unless I absolutely have to. I will have to be to the point where I can't stand bare the pain. Can it be sinus problems or is it something I need to be concerned about? If it is sinus, should I consult my doctor and let him know?