During courses a woman is considered very "impure"(the degree of impurity is described in one of the verses given below).The Scriptures even say that touching their husbands during those days is an offence.Participating in religious activity of any kind is strictly prohibited,which should only resume once the courses are over.
Following are some verses from Parashara Smriti(Chapter 7):
A woman in her monthly courses, is restored to purity after having washed herself, on the fourth day. When the courses actually cease, however, it is then that she should engage herself in the performance of the rites due to the manes and the gods.
As long as the menstrual fluid continues to flow, so long the acts and doings of the woman cannot be clean. When the courses cease, the woman becomes fit to have intercourse with, and she may then employ herself in the household duties.
On the first day that the blood begins to flow, the woman is comparable to a female Chandala ; on the second, she is like a Brahmanicide ; on the third, she may be likened to a washerwoman. On the fourth day, * however, she is entirely pure.
If some woman had done a sankalpa(vow) for doing a prolonged Vrata which is extended over months(like 16 monday fasts etc),then they can skip the fasts on days which coincide with their courses without breaking the vow.