The week before your period, your body tends to begin holding food and more-so water because your body needs to conserve energy to have your period the following week. Now you have your period, your bloated to the fullest lol, it sucks but your doing exactly what you need to do to see results.
After your period when the water weight goes down, your results will be revealed. You will definitely see a difference if you keep eating right and exercising. The period weeks are the most difficult for girls when losing weight because they typically don't understand the process fully.
The best of luck to you!
It happens to us all, here's a forum where the women discussed this topic! Hope it helps!
http://www.peertrainer.com/LoungeCommunityThread.aspx?ForumID=1&ThreadID=27852