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One should use sanitary pad. There are different types and sizes of sanitary towels (called pads) and tampons, and you may need to try a few different options out to find one that you are happy with. A tampon allows women to bathe during their period (although it should be changed after bathing). Change the pads regularly, every few hours. If tampons are used, change it every four to eight hours depending on how heavy the flow is. It is fine to exercise during your period.
In rural areas where sanitary pad is not available most girls and women use cloth. If clothes are being used and then reused then it is important to keep in mind that hygiene is a priority to avoid infections. Also cotton cloth is preferred and it should be cleaned and dipped in some disinfectant like dettol and then dried in sun. This reduces the chance of infection. However, using cloth should not be a primary option if sanitary pad is available and accessible. For discarding the cloth or pad in rural areas, the most suitable method is to bury it underground. Burning should not be preferred because of air pollution that it causes.