Sex and Periods

So it always seems like my boyfriend only wants to have sex when it's my time of the month, and of course the hormones, don't make it easy to want to stay away. I know some guys don't care to have sex while a female is on her period, and some would rather stay away... But, I feel really uncomfortable with the thought of it. For one the mess, but two, the thought of having sex while I'm bleeding is just so uncomfortable. Anyone else? Anyone have advice or experiences to give on having sex while on your period?