I've got this same issue. I absolutely have an increase interest in all things sugar when in the throws of PMS. I actually know I am starting my period the day I do because the craving disappears. Weird. As I've gotten older, I kind of just go with it and find things to substitute. I'll eat a yogurt, make a glass of chocolate milk with an extra spoonful of nesquik in it (the milk is healthy, right?), eat a frozen yogurt, etc. There is actually a technical reason, in PMS, the hormone cortisol spikes and serotonin dips. This change up/fluctuation causes the craving. It's all hormonally based -- we crave sugar and fried foods during this time because of this. They say to eliminate processed food and watch carbs and then eat extra protein during the two weeks leading up to this and it helps to keep things more stable.
I just kind of go with the cravings as I said and manage them without losing control.
The joys of womanhood! ha ha
It's said that if you eat fats (healthy fats, like olive oil) more, you will crave sugar less. Google the recent research on dietary fat and see if it rings a bell. It's pretty new, that a "low fat" diet actually makes you crave carbs that are much worse for you. Also get tested to be sure you don't have diabetes.