I have a pain in a vane that's located on my forehead, right hand, above the eye brow.

Forehead pain: Pain associated with a vein could be caused by thrombosis or phlebitis. However, it's necessary to be sure it's from a vein and not an artery, because of a condition called temporal arteritis, that's inflammation of an artery which can lead to other significant health problems. If you're pain persists more than a few days, see a physician for evaluation.