Birth control gives massive headache on like the 5th day(why?)

I've been taking birth control for quite a while now, and I've always noticed like clockwork that with every cycle I have I seem to have a massive headache on the 5th day. I usually have to take either 12 hour midol medication or rapid release Tylenol(Walmart brand) just to get the headache to ease up some.

Sometimes, though I actually have to lie down and take a nap just to help get rid of the headache(and fortunately that ended up working this time!).

Even though this happens to me each and every cycle I have, would it be wise to alert my gynecologist about it the next time I see them, or just stay on it because this is the only problem I'm having with being on birth control?

Any advice would be most appreciated, ladies. Thanks!(: