munchkin zombies: curse! lose your headgear

i kicked open the door and was hit by "curse! you'd lose your head if it weren't attached" i had no head gear, so i wasn't sure if the lasting effects of the curse applied to me.

it says you lose your head gear, but can't get new head gear until the curse is lifted. if i never had head gear to begin with, do i need to hang onto the curse? or would it be like if i got cursed with lose 1 small item and i didn't have one to lose, so i just discard the curse since it has no immediate effect?

thanks in advance.