How long do you have to wear it before you get a headache and how much have you ridden with it?
Hopefully the lid just needs to break in a little bit more. On the other hand, it's very possible that Shoei helmets just don't fit your head shape. Neither the RF-1000 or X-11 fit me correctly. Sizing charts can't predict how the helmet fits the shape of your head and that is the reason everyone says how important it is to try on helmets before you buy them.