Why won't my cough go away?

Okay so I've had this cold with a horrible cough for about a month now. It keeps me up through the night and gives me headaches because I can't stop coughing. I feel fine, its just the cough. I'm a very healthy person. I go to the gym almost every day, I eat 3 healthy meals a day, I'm in shape, and very active. So why won't this dang cough go away?