Heres a good tip until you get your mask.
http://www.clusterheadaches.com/O2/index.html
If you donÂ’t have a non-rebreathing mask
The nose canula CAN work, if used this way: Do not put it in your nose. Put it in your mouth, close your lips around it, and inhale. Open your mouth to exhale, and then close your lips, again, around it to inhale. Breathe only through your mouth. Do not inhale any “room air” only the O2.
http://www.clusterheadaches.com/O2/index.html