If it's just from pool swimming then I'd think that there's something different you're doing in a pool to in a lake. Do you wear the same goggles/cap? It could be that your body position is different for not wearing a wetsuit - strain on your neck could contribute. Or it could be the chlorine in the water, or the water temperature...
I get exercise induced headaches, and you can get medication to prevent them. As it's only happening in the pool though, I wouldn't have thought it's just from the activity.