Suggest Remedy For Severe Headaches On One Side Of The Head

I have a one sided headache ( side of head about half way between top of head and ear) now for about 3 days. It is like some one has treezers pinching something and kind of a burning pain. I have had a sensitive sinus on that side of face. I have applied ice and taken advil. Nothing seems to relieve the pain. Is this something I should be concerned about and see a doctor? Thanks for your advice.