The pain is caused by the blood vessles in your head suddenly constricting. Usually, it only hurts the first few times, and once things reach equilibrium, it's not so bad. But different people take it differently. With that in mind, there's not much you can do about it, except prepare by keeping your hood off before you go out, and occassionally pulling it off between sets. You'll lose some heat, but if you keep moving otherwise, it may help.
Funny. I thought i was the only one that nearly pukes from duck diving through icy water. After about 4 duck dives..i'm involuntarily gagging/heaving. I haven't thrown up yet..but the feeling is always there.
One thing i have been trying lately (havnt really decided if it does anything or not) is to keep blowing out my air when under in hopes that the massive amount of bubbles creates kind of a barrier around my face so that water doesnt touch it. I also have long hair though and the hair keeps the water in making my head colder for longer.
They got this new thing out that is supposed to help keep your head warm..
It's called a hood. It's pretty much like the same thing as your wetsuit, except it's cut to go up and over your head and around your face. Many brands are including these on their suits, some built in, some are detachable, and then you can buy them separate as well.