Headaches located on one side can be migraines, cluster headaches or things more ominous.
I would suggest starting a headache diary
and making an appt to see your doc right away to figure this headache out and get it under control. You need to figure out what kind of headache it is and then treat the cause. http://www.headaches.org/for_professionals/headache_diary.
Answer assisted by David Miller, Medical Student