Menstrual cramps can be a very painful thing and unfortunately some women have them much worse than others, and in some they get worse over time. Menstrual cramps are caused by normal contractions of the uterus. The uterus is always expanding and contracting but during the menstrual period it has much stronger contractions, which relates to menstrual pain.
Having sex, or even fooling around, while on your period can actually reduce the amount of menstrual pain. The uterine lining produces a hormone called prostaglandis. These hormones create the contractions of the uterus, which moves menstrual blood out of the uterus. While normally during your period these hormones may build up and cause strong contractions, if you have an orgasm that will cause your uterus to contract and get rid of those pesky prostagladins without causing you pain.
I guess saying have fun is appropriate.
http://www.epigee.org/menstruation/sex.html
