Most doctors, especially ER doctors, know squat about CH. Not wholly their fault, it's a rare disorder, doesn't kill ya, and nobody famous has it. That puts the burden on our shoulders to educate ourselves as to a treatment plan, then find an open minded doctor who will listen to you.
The link Brew gave you is the cheapest and probably the most effective way to deal with CH, put some time into exploring that board.
If you are going to go the medical route, here's the basics.
1: A good preventative therapy. This is a medication you take daily while on cycle, to reduce the number and intensity of your attacks. I use lithium, at 1200 mg a day it blocks 60-70% of my attacks. At that dosing you can't tell I'm taking anything, don't let the name "lithium" scare ya!
The most common and succesful prevent med is verapamil, we take it at doses much higher then most docs are comfortable with, some go as high as 960 mg a day to get relief. Takes some trial and error to establish dosing. Topomax also has a loyal following.
2: A transitional therapy. Most prevents take 10-14 days to start helping you. Many of us go on a 10-14 day prednisone taper, starting in the 60-80 mg a day range tapering down to zero. Prednisone, at doses as low as 30 mg a day, will provide 100% relief for me. but it's NOT a med to take long term as it plays hell with your joints and many internal organs.
3: An abortive therapy. A headache is starting, now what? You've probbaly chewed enough aspirin and poked holes in your gut with NSAIDS to know that OTC pain meds are worthless. Oxygen should be your first line abortive. Especially if you go the route Brew suggested as you have to detox off of all meds first, the only abortive you can use is oxygen. I can kill an attack in 6-8 minutes just by huffing pure 02. That compares with the old days of 90-120 minute head banging attacks. First time you abort with oxygen you'll think it's magic it works so fast.
Imitrex injectables work well but many are convinced they extend cycles. No hard and fast studies on that, just the opinion of many on this board. I use them when I get caught away from my 02. Imitrex nasal spray works for many, the imitrex pills typically take to long to be absorbed to help CH'ers as our pain ramps up too damned fast.
If at all possible with your insurance situation, get a referral to a headache specialist neurologist. Even your garden variety neuros just don't know much about CH. The head is a complicated piece of machinery. There are hundreds of headache types, some which even mimic CH. It's critical to eliminate all more serious possibilities, before establishing a solid CH diagnosis, and getting a decent treatment plan. We'll help you all we can.
Joe