Menstral cycle

Can a woman have her period while pregnant?  My BF and I are trying to conceive, him and I had sex on the 25th of July then my period started the 28th. I have been feeling so nauseous lately (that was the first symptom when I was pregnant with my son), I just never had a period when I was pregnant with my son, so I am just wondering if it happens once and awhile and is there more risks during pregnancy if a woman has her period during it?