It's very common to experience an increase in appetite just before or during your menstrual cycle. The hormone changes associated with the menstrual cycle can make you feel hungrier, and the mood changes that sometimes accompany your period might lead you to crave foods that are high in carbohydrates and/or sugar. This effect can be exaggerated in women who experience PMS.
You also burn more calories in the days leading up to your period - but don't break out the King Size bag of M&M's just yet. It's an oft-repeated myth that women burn up to 500 extra calories per day during their period. In reality, you probably burn an extra 500 calories per cycle. And if you cut back on exercise during your period, it might just be a wash.