headaches.

I have been having problems with horrible headaches/migraines. I am 15 weeks 4 days along. I've seen a neurologist who has told me that I need a prevention but being pregnant my doctor will not allow the medication. I have talked to my ob, who prescribed some safe medication to take for them but it doesn't always take them and I can't take anything else with them. So I was wondering if anybody knew any thing that would be helpful to do or try??