Intercourse during your period is fine and won't cause any physical problems at all. In fact, orgasms during your period can lessen cramps :-) What you heard is an old wives' tale (and one I hadn't heard before :-)).
I never have sex during my period, and I have endo.
http://en.wikipedia.org/wiki/Endometriosis
well i had endometriosis before i ever lost my virginity, so if it's a fact, i never heard of it