I used to have this, but started taking multi-vitamins and over the course of 6 or so weeks it seems to have almost gone.
Like Maria said i was anemic, lack of iron in the blood - you can get dedicated iron tablets which may help, but seeing as i'm living a some-what hectic life style the multi-vitamins are replacing the nutirents i'm not getting thru certain foods.
http://en.wikipedia.org/wiki/Anemia