Hi Jan, welcome!
About the headaches, I'm wondering whether you are cutting out sugar. When you cut out sugar you will get headaches the first few days. If that is it, they should soon go away and usually you feel much better and much more energetic etc. Also if you have dropped your carbs way down to only about 90-105 carbs a day you might be experiencing ketosis for that reason too. This can also cause headaches and a general feeling of being unwell for several days...on Medifast I experienced this for a week. Are you tracking your carb intake? That's all I can think of of right now since sounds like you are doing well with the water. I had to drink 10 cups a day at first with Medifast and still had the headaches anyway so think it's more likely greatly reduced carbs and esp sugar. I don't know anything about Jenny Craig so not sure any of this applies to what you are doing.
If you'd like you can join us on the Golden Girl thread. We have a great group of ladies there who are very supportive, and we talk about everything there, not only diets. Hope the headaches go away soon, good luck with the diet!