Ouch: supplement pain?

I know there's a lot more important stuff going on...but have any of you ever had headaches after taking supplements? I've had the problem of stomach discomfort before, but in the last month I think I get headaches short after taking vitamins and minerals.

I take:
"Women's Multi Vitamin" with iron. This may be a consideration; someone told me that I should no longer take extra iron.
Calcium with D
Glucosemine (sp?)glucosamine
lysine--another substance I've heard questions about.

Lord, I feel dopey asking these questions.

"Yeah! Chemistry!"

Who was asking about home chemistry experiments for the family.

(Yes,I know. Everybody I'm acquainted with.)

O'Reilly Press. Whodathunkit?