The headaches are probably from having an increase in internal water which in turn increases blood pressure.
Lee, are you actually asking about *anadrol* or if you're really asking about an "anabol" that may just be another name for the same compound that makes dianabol which is metandienone, also known as methandienone or methandrostenolone. Anadrol is a completely different compound, oxymetholone. Both will increase water retention and potentially give you headaches though anadrol is far stronger.