According to the Centers for Disease Control and Prevention, 10% of the male population and nearly 22% of the female population in the United States suffer from migraine or severe headaches. The Cryoball can be used to simply and effectively treat migraine and severe headaches. To start, place the ball on your pillow in bed. You will start working on the base of your skull and you will then move back and forth focusing on the sore spots. If the ball is too cold, then place a towel over the ball and it will help buffer the cold and make it more comfortable.