I did have an experience with this. The outcome wasn't good for me, but that has no reflection on the bleeding. I had a miscarriage when I was 19, I was in really bad heath and that is what caused it, not the having a period part... I just want that out there before you freak out and get worried.
I found out that I was 4.5 months along when I lost the pregnancy, I had never missed a period the only reason that I took a test was because something down there didn't feel quite right. There were clots, cramps and all of the trappings for PMS for me.
Please, don't let this alarm you, the bleeding wasn't indicative of the pending miscarriage. The doctor said that it is really rare, but there are women who have something like period bleeding, sometimes it is because the placenta attaches in a strange way or place, an imprefection in the uterus, implanting right around the cervix... Many things can cause this. Most women if they experience it will only have it for the first trimester, I wasn't one of those.