T,
Migraine is a genetic neurological disease. A pineal cyst cannot be the root cause of the disease, but it is possible that it could trigger some of your Migraine attacks.
If your current Migraine treatment isn't working well, a discussion with your doctor is in order. If your doctor feels he or she has run out of suggestions for you, it may well be time to see a Migraine specialist. Take a look at the article Migraine and Headache Specialists - What's So Special? If you need help finding a Migraine specialist, check our listing of Patient Recommended Migraine and Headache Specialists.
Good luck,
Teri