Migraines are a specific type of headache that frequently recur and are very painful. Although there are many medications that are effective against migraines, none of these medications cure 100% of migraines. Another problem with migraines is that although many times they get better after intravenous (IV) treatment in the emergency room (ER), about 1/3 of the time migraines recur the next day. The purpose of this research project is to see if adding a medication called dexamethasone to standard ER therapy will help patients get better quicker and stay pain-free more often than if they receive placebo.