Nah I don't think you need to worry. Headaches can be tricky and mean, but are very rarely a sign of a problem by themselves. A sinus headache or a tension headache could very easily be causing that pain, which is why its not in the same place as a migraine. Im actually having the same issue you are at the moment. Its horrible, but really nothing to worry about by itself.
If you had an aneurysm that was bad enoough to cause a headache, it would be causing a very, very bad headache. Far worse than your migraines. Youd probably be throwing up.