Do you feel like you could faint if the sensation became any more intense? I've been having something similar. Since I've suffered from trypanophobia (fear of needles, injections, having blood drawn, etc. and subsequently fainting at being poked or the mere mention of being poked), I've wondered if my sensation, at least, might be a brief drop in blood pressure due to some irregularity in the functioning of my vagus nerve. This can affect heart-rate and/or blood vessel dilation and maybe lead to strange sensations in the head. And the trigger list is pretty extensive.
http://en.wikipedia.org/wiki/Vasovagal_syncope
Yes, this describes the more obvious "fainting" spells caused by vagus nerve behaving badly, but a "lighter" version of this response could certainly explain weird sensations in the head. Recent work (in the last 10 years or so) has show that there may be links between depression, anxiety, and the proper functioning of this nerve.
You may also want to see this section on affecting VNS or Vagus Nerve Stimulation
http://en.wikipedia.org/wiki/Vagus_nerv ... agus_nerve
http://en.wikipedia.org/wiki/Pranayama
Some of the meditation exercises might prove helpful for relieving your strange head feelings (if they are indeed the result of slightly abnormal blood flow). Engaging in physical activity could eliminate the effects (during the course of activity... afterward, you're kinda on your own) as should drinking sports drinks that increase blood volume.
Just a possibility...