Sulphites are organic compounds that occur naturally in grapes and many other fruits and vegetables. But sulphites are also added to wine as an anti-oxidant and anti-bacterial agent (preservatives) to prevent the wine from going off (without sulphites, grape juice would quickly turn to vinegar). The levels are usually extremely low. It is possible to produce wines without the use of sulphites, but it is considerably more difficult. Organic wines are not necessarily sulphite-free, but generally have the lowest amount because no additional sulphites are added.
Last but not least, contrarily to what many people think, sulphites do not cause headaches..