As the blood/uterine lining that is shed during the 'period' part of menstruation is only shed when there is no egg implanted into it, so when a woman becomes pregnant and the egg is implanted the menstrual cycle stops for the duration of pregnancy, and for some time afterward
You should always think about the values and pros and cons before making a major decision to ensure that you are going to make the right decision, and that you'll be happy with your choice.