help please

I am a first time mom and I have horrible headaches that last days I'm 17 weeks pregnant. I told my doctor about this last week at my appointment and all he did was put his thumbs on each one of my eyebrows and put pressure, then he pinched me in the middle of my thumb and index finger like if that was supposed to make it go away which it didn't. when it gets really bad I take tylenol but it doesn't do anything whatsoever. does any one have any suggestions