I used to get terrible headaches riding in the cold. this is what works for me:

1. tape over the vents
2. wrap a Sugoi cover over the taped helmet
3. put on a balaclava
4. put a thin hat over that
5. wrap a scarf around my neck
6. put on helmet

by the end of my hour-long commute, the balaclava is pretty soaked, but that sure beats a chronic headache.