Here in the States the term 'Cheeseheads' applies to group of fanatic (American) Football fans that support the Green Bay Packers, from Green Bay, Wisconsin. The reason for the nickname is the massive amount of dairy farmers in that state.
As a tie-in with the previous post you can see that Green Bay fans aren't the only ones called cheeseheads. The same term applies to the Dutch. Ask any German what their nickname for the Dutch is and they will tell you 'Kasekopf' a.k.a. 'Cheesehead'. Since Holland is known for it's cheese it is not entirely surprising.
Funny story from my side is that the first time I got interested in (American) Football was after I bought a rain coat of the Packers back in Holland. I started looking for that team and lo and behold they actually won the Super Bowl that year. Being from Holland, my wife having lived in Green Bay (and actually worked for the Packers) and having a good friend living there I guess I'm one of the few that can claim to be a 'real' cheesehead!!!
Don't worry, American Mom, we still like the Vikes too....