What Causes Burning Sensation In The Vagina During Menstruation?

From time-to-time when I begin to menstruate, I have gone to the bathroom to urinate and it has burned. This happens almost every time my menstrual cycle begins. It feels like I have either a yeast infection or a bladder infection, but it is neither. It only seems to happen around my menstrual cycle and the only thing that has ever helped was drinking cranberry juice. Now this won't help. What could this be?