Pain in your 3rd eye chakra is a good sign that it is opening (in addition to what people here told you that it's probably nothing), but I don't think that it is 'normal'. From your description, it sounds as though you are practicing your psychic abilities too frequently and are not shutting your psychic centers down properly after your meditations/exercises.
Just like physical muscles, your 'psychic muscles' need to built-up gradually over time, otherwise you will experience pain and discomfort. At first, it's good to practice your psychic skills only 1-2 times per week, rather than everyday. But as your skills develop and you become stronger, you can start practicing more frequently if you would like to.
And just like a physical workout, you need to 'cool down' after every psychic session by shutting down your 3rd eye. (But don't shut it down completly...leave a small crack. It wouldn't be good to shut your intuition totally down.) After each meditation, just visualize your 3rd eye closing down to a normal level and tell it to stay like this until you are ready to open it up fully again. This should take care of the pain you are experiencing.
Well, I hope this has helped you out somewhat. Good luck in your psychic development! :-)