Yes. You should be able to obtain a MSDS from the wire manufacturer.

The neck position could be the cause of the headache but I suggest a respirator.

Dave, the fume plume can be extremely toxic. How toxic does depend on what you are welding. I will quote from Lincoln Electric "Safety in Welding".
"The fume plume contains solid particles from the consumables, base metal and base metal coating. Depending on the length of exposure to these fumes, most acute effects are temporary, and include sumptoms of burning eyes and skin, dizziness, nausea, and fever. Chronic long-term exposure to welding fumes can lead to siderosis (iron deposits in the lungs) and may affect pulmonary function. Manganese can affect the central nervous system. Stainless steel contains chromium and /or nickel. These can cause cancer. Cadmium, a toxic metal used as a steel coating can kill you with only 20 minutes exposure."
The bottom line is you should do everything possible to avoid the fumes. I spend thousands of dollars a year in extra heat bills just because I ventilate my facility more than many people consider necessary. But I can tell you I have a couple of older welders who say one of the biggest reasons they stay with me is the good working enviroment. Hope this answers your question.

Respectfully,
Mike Sherman
Shermans Welding

Here is an article that may be of interest http://ens.lycos.com/ens/jan2001/2001L-01-23-07.html
The title is "Researchers Link Welding and Parkinson's Disease"

Dave, you should not breathe the welding fumes if you can avoid it. Metal fumes are responsible for both long term and short term ailments, many of which are not clearly understood. Short term (acute) symptoms usually clear up with no noticeable effects given a little time. Long term exposure (lots of short term exposures added together) have been linked to some serious diseases. I don't want to discourage you from welding, just be aware of the hazards and how to avoid them. Various web sites can give you more information.
As far as your headaches, several thoughts come to mind.
Are you using argon shielding gases? Welding arcs in argon or nitrogen (air is mostly nitrogen) atmospheres will generate ozone which is colorless, odorless, and cannot be filtered out with a respirator. Ozone will irritate your sinuses and respiratory tract, along with metal fumes and smoke. Ventilation should solve this, open your windows and/or use a fan to gently move the smoke and fumes away from you.
As was already mentioned you might be holding your head at an odd angle to see the welding better which may strain your neck and put you into the fume plume. Stand, or sit so you are comfortable and out of the plume.
Also, did you get your hood too close to the heat and distort the cover lenses? If so, it can blur your vision which you might not notice while looking through a dark filter plate, but will cause eye strain. Change out the clear lenses, clean the filter plate and keep your shield away from the arc. Watch that you don't set your hood down on a hot surface.
Hope this helps
CHGuilford

Dave, I would suggest(if funding is available) to purchase a Speedglas 9000 series welding hood with the exhaust port in the front by your mouth. I recommend only because I have used one on heavier flux core welding and it helps quite a bit. The smoke plume doesn't come into the hood near as much...one other possibility is to put a fan over the work to help move the air if it is stagnent. Hope this helps...