�Hola!
It is not completely right, as it should be:
"Tengo dolor en mi cabeza" or "en la cabeza"
But this doesn't sound very "Spanish".
We'd say: "Me duele la cabeza" and it means: "I have a headache"
Finally, that "aye, aye, aye", sounds as the Spanish "ay, ay, ay", meaning "ouch!"
Hope this helps!