It may happen a lot actually.
It's all about how you manage the stress of being in a crowd and sensing a lot of things and getting a lot of information at the same time. Have you tried asking yourself "why do I feel angry?" Is it because you feel you can't control the amount of information you're getting? Is it because you actually get to sense the bad feelings instead of filtering what is good and what is bad? Or it's just the thought that you aren't understood, or that they seem like they have their minds closed, or they seem to emanate bad energies (as a result of the negative thoughts and more)?
If you find the inner cause, and your thoughts that determine the reactions, then you may find the answer on how to solve it by working with your own consciousness and realising if the common "anxiety-factor" may be involved too...
My head used to hurt a lot too, and I never understood why when I was little. I just knew I got lost in a whirlwind of thoughts and impressions and couldn't grasp my own ideas, and I was afraid to speak, because then I knew that a lot of attention and thoughts would be directed at me and it may have got even more unbearable than it already was.
As I grew older, I learned how to handle things and "a lot of people", and even though things are getting better and better, I still have to work a lot on this aspect...
Try meditating, centering methods, or this concentration exercise:http://www.wingmakers.co.nz/How_To_See_And_Read_The_Aura.html
Although the article is about reading auras, the exercise helps concentrate on your third eye and I find it somewhat relaxing.
Best of luck!~