When the string on a tampon gets wet, it can act as a wick to carry bacteria into your vagina, leading to possible infections. Try not to urinate on the tampon string, and be especially careful when you have a bowel movement. Because tampons should be changed every 3 or 4 hours, most sources recommend that you not wear them at night. If you're concerned about this, you can use tampons made from unbleached organic cotton, or you can switch to another kind of bloodcatcher. Not all women can use tampons.
Pads do a perfectly good job.
As of September 1998, some of the links on their page work oddly. You can use natural sea sponges for reusable, effective tampons. Boil it in water first before you use it. Now cut it up into several pieces. Cut them to about the length of your favorite tampon and about twice the diameter.