I have a sinus infection been on aziyhromycin 250mg 5 days. Infection gone, but still had coughing a lot, pain in my head. Yeterday so bad I was in bed all day now on prednisone. Still bad headaches, help?

Maybe migraine? Headaches caused by sinus infection are typically not severe and rather more nagging. However, sinus infection can trigger migraine headaches which can be quite severe for some folks. So, if your headaches are so severe and persistent, i would advise consulting doc for eval and treatment. Good luck.
Take some OTC. Cold and cough meds (dayquil, nyquil, vitamin c 1 gm twice a day), chew cough drops, do steam inhalation etc. Follow up with your dr. Consider having a sinus xray if u don't feel better. Take care! http://www.Medicinenet.Com/script/main/mobileart.Asp?Articlekey=476.