I finally realized that I was getting a headache about 20-30 minutes after I took the Alli pill. I followed all the other guidelines, lost 4 pounds in the first week, but gave it up as I was dreading the next headache with every meal. I had no other treatment effects. I thought I was just getting the headache from eating less calories, but when I missed a pill and had no pain, I tried it a few more times and realized what was happening. Has anyone else had this problem?