Cindy,
Getting a headache whenever you lie down is a tough one. The only thing I can think of is that it might be related to cerebrospinal fluid pressure.
If the doctors you've seen "don't want to address it," it's time to fire their sorry butts and find one who WILL address it. Slap them to the side and move on. It may well be time for you to seek care from an actual headache and 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.
I know you're going through a rough time. If you'd like some additional support, come join our discussion forum. You'll need to register again once there because it's a separate membership database, but you can use the same member name, email address, and password that you used here. You can find our forum at http://forums.healthcentral.com/discussion/migraine/forums.
Good luck,
Teri