Just say no.
Seriously though, if you can't manage to refrain from sex one week out of the month, then learn self control. As far as I know, there is really nothing you can do to prevent a mess. Other than condoms (female condoms would be better than the regular rubbers) but keep in mind that if you have period sex without a condom you run a high risk of bladder/vaginal/testicular infections. My advice however is, just don't have sex during this time. And if you have a serious problem with that...then get your woman on the birth control pill. They even have one out now which manages your cycle so that you only have 4 periods a year. But even regular old school ones allow you to regulate your periods. If you have an important occasion, like vk or anniversary or valentines day...etc...she can just skip her period that month. voila, end of problem.