Why do diet pills give me cold symptoms?

Every time I take diet/energy supplements, I feel like I come down with a cold. I get severe congestion, headache, painful nasal cavity, and sore throat, no matter how much water I guzzle all day long (1-2 gallons per day whenever I'm on diet supplements). I find myself having to take Tylenol severe cold and allergy with the energy supplement just to counteract the symptoms. One time, after two days on a really strong diet pill, I thought I had pneumonia because I couldn't stop coughing up phlegm, and went off the pills and it still took another three days before I fully recovered. I'm just curious because I'm on Apidexin right now, which is supposed to be pretty mild as far as supplements go, and I'm happy that I've lost 4 pounds in the last four days, and I still feel like I have a horrible head cold. I've never heard of anyone else having these side effects before. Any insight?