There are other options (such as taking special contraception pills to prevent the migraines), but all these require prescription, so you should consult a doctor about them. Another options is taking preventive medications (similar to the relpax), but then again - you should consult a doctor first.
A list of natural treatments fro migraine can be found here (
http://en.wikipedia.org/wiki/Migraine#Herbal_and_nut...), but make sure you neurologist is aware of whatever you intend to take before you start to take it