1. it is especially good for headaches
2. you don't look the least bit strange massaging this point
The LI 4 point is on your hand, in the fleshy part of the webbing between your thumb and index finger.
I like to relax one arm in my lap or on my desk. With my other hand, I press on the LI4 point with my thumb from the top and first two fingers on the palm side. I massage around in little circles and sometimes I find a spot to stay still and press on. You'll know when you are on the spot. It is often a tiny bit tender, like the way it feels to rub a sore muscle knot.
Besides being good for headaches, it also just feels good to your hands. Which is great for someone who spends time at the computer!
The really great thing about the LI4 point is that you can even do this one while sitting in a meeting. Many people clasp their hands or fidget with them in some way during meetings so you look completely normal.
The LI4 point is basically good for any issues of the head and face and for preventing colds. In fact, this point is good for anytime you feel pain anywhere in the body.
Warning: If you are pregnant, the use of an acupuncture needle in this spot is contraindicated. I'm not sure if the same applies for acupressure.