If you can't get to the store to get the above items, just get a facecloth and run it under really cold water for a minute or two, then lay down and put the cloth over your forehead and eyes.
I had wicked headaches when I was preg. with my son and I didn't even take any Tylenol (I went totally drug free and natural with my preg.) even though my doc. said the Tylenol was ok.
My headaches lasted for about 2 wks. after that time I was fine.
I also had nosebleeds with my pregnancy but overall it was a great pregnancy.
Don't even ask about my labour--that was not so easy for me.