Horny

It seems like each month when I'm on my period I'm always extremely horny! I crave sex and seem to be a lot more sensitive when my boyfriend touches my breasts. I want to have sex  but my boyfriend doesn't like the feeling of having sex when I'm on my period (he says it's not as warm and feels weird). Plus we both don't like the mess it makes. The problem is, when I'm on my period my cravings get so out of conrtol I sometimes find myself girating my hips trying to stimulate my clit. I want penetration so badly but I never get it. What should I do?