:( I'm having bad headaches and I'm now 40 weeks and I've been having them only at night around the same time does this mean I'm about to go in labor at any time?

It does not mean you are about to go into labor, and it could be something serious. You need to tell your OBGYN what is happening, what you are doing when they start, what time they start, etc. It is better to be safe than sorry. It could be something as simple as a pinched nerve, but it could be something more serious. Call the doc ASAP, just in case.

My friend had a pinched nerve that started around 36 weeks, it started to impair her vision and everything, and nasty headaches. When she had the baby it went away as quick as it started. The child is now almost 6 and her mom has not had a problem since.

It could be that it is just from the stress of carrying baby around, it's a lot of hard work. However, its important to report it to your doctor, as it could be something more then that. (blood pressure issues, etc)