Ah yes, the old exploding head thing, It's yet another myth from the world of Hollywood, with the exception of films based on the work of the Late Arthur C Clarke, specifically 2001 a Space Odyssey and its not so well known sequel.
The thing is atmospheric pressure is relatively low at around 14.7 Pounds per Square Inch at sea level (even lower in the Space Shuttle spacesuits which was just 4.3 PSI of pure oxygen) so the step to a total lack of pressure is hardly that great.
Mind you if you took a deep sea diver straight from the depths of the ocean into orbit I wouldn't like to predict the outcome.
However based on sea level pressure as used on board the Shuttle and presumably the ISS if you try holding your breath your lungs will feel as if they are going to explode and keeping your eyes tight shut would certainly be good idea. Apparently it is possible to hold your breath for up to two minutes or more (with practice) but the lack of pressure would allow your body fluids to boil which would make it all a lot less pleasant and have serious consequences (the decompression sickness suffered by deep sea divers comes to mind here) if not addressed very quickly. Oh and the contents of your stomach may well become a bit of a problem...............