Lifeguarding,,,,,,,,, tampons.............. Someone help?????????

alright, so I'm taking my lifeguarding course. And I'm on my period I'm scared of tampons. I tried one before but it hurt. What can I do? Our instructor is a girl and our practice is for 4 hours. I can't just come out and say this stuff because it embarrasses me. I'm the only girl in the class besides the teacher. Please please please help. Give me tips on how to approach this problem. Thanks guys. :)