Bismillah.
Narrated Al-Qasim bin Muhammad:
'Aisha (radiallaahu `anhaa) said, "O Allah's Apostle (sallallaahu `alayhi wasallam)! You performed 'Umra but I did not." He said, "O 'Abdur-Rahman! Go along with your sister and let her perform 'Umra from Tan'im." 'Abdur-Rahman (radiallaahu `anhu) made her ride over the pack-saddle of a she-camel and she performed 'Umra.
`Aa'ishah (radiallaahu `anhaa) could not perform the `Umrah with the Prophet (sallallaahu `alayhi wasallam) because she was caught up with menses in those days. So when they were leaving, Prophet (sallallaahu `alayhi wasallam) asked her brother to accompany her for `Umrah so she did not get left behind. :)
And she went on a camel. I wish that was possible these days. Imagine doing tawaaf and sa`ee in cars. :P
The issue on performing Hajj during menstruation covered here.
Taken from: http://ilookilisten.wordpress.com/2013/01/09/umrah-on-a-camel-hadith-no-1293/
