There's no reason not to do IVIG with a cold. I've done it while ill a few times. You really need to stress to the infusion nurse that you have a history of severe headaches with IVIG and need the drip to run SLOOOOOOOOOOOOOOOOOOOOOOOOOOOOWLY. Also, ask if it might be possible to have a bag of fluid infused following the infusion to make sure you're well hydrated. Start pushing fluids now, so you're nice and juicy for the IVIG.

Good luck!