So headaches can definitely be a sign of an imbalance. Here is what you should consider:
Hormonally-speaking, headaches can be triggered by too much estrogen (which stimulates the brain) or too little progesterone (which calms it). Some women have a sudden spike of estrogen at the start of their period, so if you have too much estrogen, you can remedy this long term by taking a Magnesium (300-400mg daily) and/or vitamin B12 supplement (200mg twice daily) Be sure to research into nutritional counseling and speak with a nutritionist, herbalist, or dietician familiar with menstrual health to know whether this is what you need.
Menstrual headaches can ALSO be caused by a sudden drop in estrogen. If that is the case for you, you can take estrogen-supporting foods or supplements like naturally fermented soy foods, or herbs. The supplements above will help as well. You can learn more about herbal remedies for menstrual issues at natural-fertility-info.com.
Non-hormonal reasons for a period headache include dehydration, or something like too much salt and sugar. You can deal with this by supplementing with healthier foods/avoiding junk foods, and by also drinking plenty of water before, during, and after your period. You should be drinking water a lot anyway, but if you must binge on junk food and drinks, avoid it around the time of your expected period.
I also hear that coffee/tea are fun ways to deal with headaches and migraines (due to caffeine), just be sure to skip on the sugar, and continue drinking lots of water to avoid dehydration it may cause!
My information on nutritional counseling comes from “The Period Repair Manual” by Dr. Lara Briden.