To clarify, you had lots of pressure in your head plus you felt like you were gonna puke? The former can happen if you're not breathing properly while lifting, which is a bad habit that can start when you begin using increasingly heavier weights; the latter is a feeling I get whenever my trainer kicks my *** especially hard. Every once in a while she'll really give me a run for my money with my heart rate waaaay up there, and I think I'm going to black out. I don't want to chip a tooth on the gym equipment as I'm keeling over, so I chill for a second to steady my breathing rate. People will argue that it's unwise to work yourself that hard, but many pro athletes, weightlifters, etc. don't consider it a good workout until they've puked or nearly puked -- argue that point with whomever you wish.

But back to your Q of whether anyone else has had an exertion headache: mine has never lasted past the given activity by much more than a few minutes, so yeah, maybe you overdid it. Or, maybe your lifting just prompted a headache that was brewing anyway. (?) Based on the symptoms you searched on the 'net, what possibilities did you come up with? Had you ingested a bunch of caffeine prior to the workout? Not eaten an adequate protein/carb combo beforehand (maybe you were depleted as a result of the cardio, and the following weight work was too much - this happened to me on Thursday...)?