it doesnt sound like the symptoms i had so i wouldnt be able to exactly put my finger on it. but i will give a couple suggestions
what they are called are exertional headaches. people get them in different ways.
the first thing i will tell you to do is when you get the headache just stop and live to fight another day. if you keep going it could get worst and you will have to take off for around a week to stop it.
second make sure you are not breaking good form. you said you started feeling things in your neck so make sure you are not jerking or swinging yourself around while you are lifting.
third make sure you are breathing correctly. make sure you are breathing in and beathing out correctly. your breathing can have a lot to do with it.
last but not least if all else fails. this may seem stupid but you may be having to much sex or just to much around the times you are lifting weights. it sounds stupid and funny but im dead serious. i dont know the whole mechanics about it, but that can be a factor. so like i said if all else fails cut back on that.
and if none of that works you may have a more serious problem. if the problem persists go see a doctor and get an xray on your head to make sure everything is cool
here are a few links for you to read more up on it
http://jnnp.bmj.com/cgi/content/abstract/54/5/417
http://headachedrugs.com/archives/exercise_induced.html