Sure, I've heard of Milton Bradley's Trouble board game, with the patented Pop-O-Matci dice bubble, but I've never heard of Headache. And here we have two different versions! Amazing. Basically, Headache is the exact same game a Trouble (which is basically just Parcheesi), but looks a little more exotic. Read all about the game "Headache" here.
I just love different version of the same thing. That is basically what Junk Pirate (and collecting in general) is all about... different versions of the same thing.