I've had a migraine for 4 weeks solid after getting a concussion, should I be concerned?

Yes. Migraines typically do not last for weeks. With a history of trauma, it is important to be evaluated for possible bleeding around the brain.
Common problem. People who suffer from migraines often develop prolonged migraines after a concussoion; concussions often 'set off' migraines. Sometimes special medicne such as amantadine is needed to help control the pain. Check with your neuro-rehab speicalist for proper care. Remember the best treatment fo concussion is rest (no sports, no academic work etc).