Headache experienced after strenuous physical activity like exercising, is known as exertional headache.
There could be underlying abnormalities in your brain and brain vessels (aneurysm or arteriovenous malformation), and these must be excluded or determined via MRI and MRA (visualization of the blood vessels) of the brain blood vessels.
When there is no organic cause, this headache is considered benign, and is usually responsive to an anti inflammatory drug, indomethacin, taken before the exertional activity.
People with history of migraines are more susceptible to this type of headaches.

Visit your physician as soon as possible!
Marija

Thanks for the advice! I saw a physician today who told me I have a "common headache" caused by muscle tension and that I should try upping my dose of ibuprofin and try neck-stretching exercises. I know he is a doctor, but I feel there is more to it than that. I have realized that the pain is in my neck and since the nerves are all connected, the pressure on the nerves in my neck are causing the headaches - migraine-like throbbing. Since it has been persisting for about 2 weeks now, I feel that I could have more of an issue than just a "common headache." I've had some people suggest I see a chiropractor because maybe my back is out of alignment. Either way, I'm wondering if getting an MRI would be a good route to choose?

most definitely go for an mri, i had something similar when i started working out 5 years ago, it subsided and went away. 4 years later i started to have the same issue again only it had worsened, part of my face was numbing as well as my left arm. An mri revealed i had a genetic birth defect called Arnold Chiari Malformation. had surgery and i'm recovering fine now but don't mess around with anything to do with the brain/neck, get it checked out ASAP!