Thanks for the reply Sixto.
I did infact buy the CO detector from Home Depot last week. It give out readings from 0 to 999 of CO detection.
The detector never gave a reading above 15 which as per the manual is normal.
As for the re-circulation mode, I tried that as well.
Now, since my vacuum actuators are acting up, my center vent never blows cold air when the temp is set to cold. The only air coming in the car at hot or cold temp is from the side vents and the floor vents.
So far my research shows that headaches can be caused by two reasons. Either the fumes of coolant or CO.
My only confusion is, in either case why does the cold temp not show the same symptoms as hot air ... ?

__________________
Whether you think you can or cannot, Either way you're right!. by Henry Ford.