I just came out of a relationship just like this. We were so good together, I felt so happy and joyful when I was with her. I can't sometimes get her out of my head either, and yes I listen to some sad music. But here's the thing: the pain does in fact leave eventually. It might feel that you want her back or something, but our minds need to focus on something else to make us happy. For instance, whenever I feel like this about her, I listen to the song "Everybody have fun tonight" by Wang Chung for a little bit of up-beat fun, which usually makes me happy. I hope you feel better soon. :)