So, I'm a guy and not a doctor. So take this with a grain of salt. But...
One: I've read from medical sources that the opening in the hymen can be of different sizes. So some women may find that a tampon or a finger might tear it and cause bleeding, while other women do not.
Two: As I understand it, the definition of a virgin is someone who has not previously had sexual intercourse. Girls who ride horses break their hymens long before they have sex for the first time. Also, I've read that with the proper methods and lubrication, a man can have sex with a woman without actually tearing the hymen if it is stretched properly first. I don't know how true that is though. Another thing, ask yourself this question: If a guy masturbates, does he lose his virginity? I'd say no. So it's only fair to say that a girl who masturbates but has not had sex yet is still a virgin, regardless of the state of your hymen.
But don't take my word for it...
Dictionary.com's definition of virgin: http://dictionary.reference.com/browse/virgin?s=t
"a person who has never had sexual intercourse"
So I am about to try to finger my self but I don't understand where my virgina hole is...what should I do