Sinnister, (LOVE that name! LOL!)
In my case, too, Prozac has also been the one drug that stopped my OCD in its tracks. For years this illness took over every minute of my day. But, within a month of starting Prozac, I (and my twin sister) had our lives back again. We consider it our "wonder" drug..and have been on it since about 1987.
It is not easy to find a drug that works for OCD. Believe me, I know! :-0 So--before you write Prozac off as the sole cause of your headaches, please be certain to see a specialist--a psychiatrist specializing in psychiatric drugs. Explain the situation and ask if you should have medical tests done to see if the cause of the headaches is the Prozac, itself--or, perhaps, an interaction with any other medical problems you may have--or any other medication you might be taking.
I have not had headaches or any other bad symptoms from Prozac. I take 80 mg (4 pills a day) and have been 95% free from OCD since I began this medication. If it works for your obsessions and compulsions....you should try everything you can to stick to it. (Not if it's making you ill, of course! But just be certain it's the Prozac causing your headaches!)
Best of luck to you. Let me know how it goes,
Lynn