I get headaches for 2 - 4 weeks when I go up on my dosage for Wellbutrin. It was really bad when I went from 300mg to 450mg, but really not so bad at all going from 150mg to 300mg. I also get a day or two of headaches from Lamictal dosage increases. I could tell the headaches were from the meds because they would start 60-90 minutes after taking meds.

So I think it's not that unusual, but unless it goes away after a month, it's a side effect that you shouldn't have to put up with.