Definitely see your doctor. She might put you on birth control to regulate your periods so it's once every 21 days. She hopefully will also test for anemia just to be on the safe side since while you can't lose a life-threatening amount of blood from your period, you can become anemic, which is easily taken care of once your doctor determines if you have it and the type/cause.
Don't worry about losing too much blood. The blood you lose when you get your period is not actually blood from inside your body, it is the lining of the uterus that forms every month in order to nurture the baby if you were to get pregnant. This is something you should talk to your doctor about so that you can find a possible solution (i know i wouldn't want a period three times a month!) Hope this helps!