A few seconds of unprotected penetration really isn't a risk for anything, and I wouldn't worry about the menstrual blood either. Drs. Hook and Handsfield have stated that menstrual blood isn't as infectious as other fluids, and unless you deliberately rubbed it into your urethra, it's not likely to have entered your body at all.
Most people wouldn't test for an event like this, but if you are planning on continuing a relationship with this person, and sex will be a part of that relationship, you should consider HIV and STD testing together just to make sure you're both free of infections.