When I first startes having sex I had the same problem. It wasn't actually caused by the Hymen, in fact by the time you have your period your hymen is at least somewhat deteriorated (to let blood out).
Sometimes your muscles down there are just too tight, which could be for many reasons such as stress. First of all you need to relax and get over any anxietys you have about having sex. If you were like me and still too tight, you need to losen the muscles slowly.
Relax and put one finger in at a time. Tighten up as much as you can with out causing any pain, you might be a little uncomfortable. I'd suggest using some type of lube. Hold that for about 5-7 seconds, relax and repeat. After doing it a few times add more fingers or use a slightly larger object (make sure it's safe to put in there!).
I did this on and off once a day for about 3 weeks. I went from not being able to use tampons to useing 3 fingers when fully relaxed!
sure, you can try this, but you can try some other exercises that are easier if you ask me. I mean, I am doing one specific exercise that really taught me how I am grateful because I have discovered kegel exercises for women. Here is what you should do - you should squeeze your pelvic floor muscles, increasing the length of time you contract your muscles from five to ten seconds. Like every exercise, you should repeat this one five times. Focus on your breathing and of course, breathe normally throughout and be sure not to squeeze your buttocks or clench your stomach muscles. Let me know how did you feel.