Have you ever had the kind of migraine that just won’t go away? You’ve tried everything: self-medicating, retreating to a dark room, cold compresses ... and yet, you still can’t figure out why your headache won’t leave you alone.

Migraines sufferers have overly sensitive brains that do not respond well to change. This includes changes in sleeping and eating habits, menstrual cycles and weather patterns, Dr. Lawrence Newman, director of the Headache Institute at Roosevelt Hospital in New York City told FOXNews.com.

Approximately 28 million Americans have migraines and the condition is thought to be genetic.

Click here to see what triggers migraines and other headaches.

“When I think of different reasons why treatment fails, there are a number of things that come to mind,” Newman said.

1. Wrong Diagnosis

Many times a patient will tell his or her doctor that they get migraines when it rains and automatically the doctor labels the person as having allergies or sinus headaches, Newman said. Or, if the migraine is precipitated by stressful situations, the patient may be labeled as an anxious person who has tension headaches, and often these are really migraines, so now the patient is not going to get the right medication.

“Also, many doctors are under the impression that a migraine is one-sided and 40 percent of migraine sufferers get pain on both sides of the head,” Newman said. “Seventy percent of patients get weather-related headaches.”

2. Right Diagnosis, Wrong Treatment

Perhaps you know you have migraines — but you aren’t taking the correct medication, Newman said.

“If you have a migraine and are nauseous, an over-the-counter medicine like Tylenol is not going to be strong enough,” he added. “You are more likely to respond to an anti-inflammatory like Aleve, but the overwhelming majority needs a prescription for a medicine that will treat the associated symptoms (light sensitivity, nausea).”

3. Right Medication, But Wrong Dose

Newman said prescription migraine medications should always be prescribed in their highest doses.

“If doctors start you out at the lowest dose, it’s not going to work,” Newman said. “You should only go to a lower dose if there is a side effect.”

4. Right Dose, Right Medication, Wrong Formulation

If your migraines are accompanied by severe nausea and vomiting and you can’t keep a pill down, Newman suggested finding a nasal spray or injection version of the migraine medicine that works best for you.

5. Delaying Treatment

Migraine sufferers commonly delay taking their medication, thinking “Let me just wait this out,” or “Let’s see how long I can go before I have to absolutely take my medicine.”

This is dangerous for two reasons, Newman said.

a.) You run the risk of the drug not working at all.

b.) The drug might work for a short period of time, but then the headache will come back.

Always treat your migraine within the first 40 minutes of onset, Newman said.

6. Overusing Medication

Taking acute medication for migraines or tension headaches more than twice a week can actually cause more headaches, Newman said.

So, how do you stop the cycle of pain?

Certain drugs, including those that treat migraines, can actually trigger rebound headaches, so consider talking to your health care provider about taking a preventative medication.