See first of all you have to be sure about HIV status of the women with whom you had sex whether she is positive or not. If she is HIV positive than there is definitely some risk of getting HIV but only when menstrual blood comes in direct contact with your penis or if there were cuts or abrasions over the skin of the shaft of your penis where some blood had touched as you have said otherwise you need not to worry much. Last but not the least as your friend I would like to advice you never indulge with this kind of unsafe practices as much as you can. Thank you