Ericsgurl, it is always possible to get pregnant while on your period, however rare. The fact that your period stopped right after sex does NOT mean that you are in fact preggo.
Okay, this is how it goes. Typically when a woman gets pregnant the egg is just out of the ovary and it is usually fertalized within the fallopian tube. At this point the zygote (fertalized egg) travels down the fallopian tube to the uterus and attaches itself along the lining of the uterus. This is why we see so many tubal or ectopic pregnancies.
Now, when it comes to menstruation. Menstruation is the shedding of the lining of the uterus. This tends to occur when the egg is not fertalized. There are hormones in your body that detect whether or not you are pregnant these are hCG hormones. If your body detects pregnancy there is an increase in hCG there is usually no period. If there is no increase in hCG, there is a period.
While it is always possible, it is unlikely that you become pregnant while on your period.