I'm not sure about describing them as brain zaps... Was it a "zapping noise" or a zap of pain?

I have been dealing with headaches for almost a year now, they began around three weeks after anxietys dark shadow shrouded me in a veil of despair. April 14th 2008 was when my anxiety started, a few days after a binge drink/smoking some weed...I had bumped my head walking into a door, there was a tiny red dot and was fine for a couple days, but I was pancing like crazy days later, as I just didn't feel myself... wondering what was wrong with me, I would keep myself in bed and move as little as possible... I lost 24lbs as I began to eat only wheatabix and fruit. My muscles were getting tense and I was under tremendous stress, I was worried about dying from an unknown illness. So I attributed it all to my "head injury" and once my headaches began I decided to hound doctors and medical staff at hospitals until I got a CT and MRI scan... I was negative for anything nasty.
So I entered into debates and conversations with medical staff until finally accepting I was tense, stressed and suffering anxiety and panic attacks, which on relfection, I know agree on.
I never take the medication because I am affraid of it to, honestly I over think things, I would take the pills and wonder "what are they doing to me... WHAT ARE THEY DOING?!?!?" before jumping out a window.

I am sometimes prone to short episodes of pain on my scalp, these are known as ice-pick headaches and usally only last a few seconds or minutes. These would seem to be the zaps you speak of. I had one before I got up this morning, which felt worse as I strained my neck... so it would seem to be a muscular thing.