During the menstrual cycle, a series of hormone changes prepare a woman's body for pregnancy. The ovaries make hormones, which include estrogen and progesterone. During the cycle, these hormone levels change. This causes the uterus lining to thicken. Hormone changes also lead to the release of an egg (ovulation). If a woman doesn't become pregnant, her body sheds the thickened lining and the egg during the menstrual period. For many women, the menstrual cycle lasts 4 weeks (28 days). Some women have shorter cycles. Others have longer ones. No matter how many days your cycle is, you can have PMS only if you ovulate.