Sarah, could be a multitude of different things causing your headaches like that.

My neuro thinks I suffer from cluster headaches as well as migraines. Im going to a headache specialist today to see if its confirmed.

For myself, the ice pick headaches are what my neuro deems as cluster headaches. They usually last for around an hour, happen a few times a week, and always at the same times. No warning they are coming either.

Basically what happens is I get an unreal pressure behind my eye, and then just non stop stabbing headaches. Laying down doesnt work, nothing does actually. Usually I pace back and forth around the house just screaming like a maniac because im in so much pain. Luckily it lasts for an hour tops. Its literally the most unreal pain you could imagine as far as headaches go. Also, my eyes water, sometimes leaving me wonder if im crying, or just eyes watering. Im a total maniac when this happens. I just want to smash my head against a wall, but obviously that would be counter productive.