When I had mine done (for migraines) they did tell me it could cause headaches. How many injections did you have? Where did you have them? Did you have it from a migraine specialist? I ask because I started with someone who had "experience with migraines" but only did injections in my forehead and temple. Once I had my annual appt with my specialist and he referred me the dr told me the injections weren't enough. According to my dr, the FDA regs (and effective dose) includes 30+ (I think it's 31, but not sure) injections throughout the forehead, temple, neck, back of the neck etc. If your dr. is only injecting them in the forehead it won't do anything (at least most likely won't).
If it helps, I've done a lot of research on this and the benefits of botox are not that much better over placebo. My first treatment I covered but starting next year my insurance will cover them so I will continue (at least for now). If it was still out of pocket I wouldn't recommend it, but since it's covered I'll take the 1-2 migraine reduction.
If you have any questions at all please PM me. I've suffered from severe migraines since I was 9 so I can either offer advice or sympathy, depending!