Have had terrible headaches since the first injection of Lantus. ...

Have had terrible headaches since the first injection of Lantus. I have not had headaches until this. The headaches started at 4 am the morning after the first dose. These headaches last most of the morning. Dr. said to increase the units and the headaches got much, much worse. Then he said to back down the dose and I immediately had relief from the headaches, but then they returned even with the lower dose. Over the four weeks I have been on Lantus, I have only had about five days without headaches and sometimes they come with slight nausea.