It sounds like you maybe suffering from exercise headaches. The activities most commonly associated with these types of headaches are running, rowing, tennis, swimming and weightlifting.
The headaches can be of two types.
Primary Headaches: are benign
Secondary Headaches: are caused by very serious underlying problems such as bleeding ,tumors aneurysms
1 out of 100 people will have an exercise headache during their lifetime
More than half of the headaches are benign in origin
Primary headaches can be treated with medication
Secondary exercise headaches can be quite serious and may require emergency medical attention
YOU MUST BE CHECKED BY A PHYSICIAN SOON. A CORRECT DIAGNOSIS IS NECESSARY
post coital headaches (sex headaches) are similar to exercise headaches
The Mayo Clinic has an article about exercise headaches. I used information from their web page.http://www.mayoclinic.com/health/exercise-headaches/DS00641