[Dark-and-Twisty]

I couldn't imagine giving up swimming whilst on my period. :P
Like the others said, just wear a tampon. Personally, I prefer to use OB, though a majority of people I know don't like them. They're a little "different," because they don't have an applicator. You just stick it in with your finger. It might seem a little gross at first, but I don't mind it because then I know exactly where it is, and when I was younger I always had issues with the applicators, so I just got used to the OB tampons.