The 3 Stages

Menstrual phase: Days 1-5
In this phase the uterus sheds the majority of the endometrium. The thick layer of the endometrium detaches from the uterine wall, which causes bleeding for 3-5 days. By the end of the cycle, the ovarian follicles are starting to produce more estrogen (Marieb, 2004).

Proliferative phase: Days 6-14
During this stage the increased estrogen secretion leads to the rebuilding of the endometrium. Ovulation occurs during the end of this phase, day 14. The cervical mucus, which is normally thick and sticky, becomes thin allowing sperm to pass into the uterus (Johnson, 2003).

Secretory phase: Days 15-28
During this phase if the egg becomes fertilized by a sperm the endometrium prepares for implantation of an embryo and the lady becomes pregnant. Once implantation has occurred rising levels of progesterone act on the endometrium allowing nutrients to sustain the embryo (Marieb, 2004). The increased levels of progesterone also create a cervical plug, which blocks sperm entry for the next 9 months.
If fertilization does not occur and the woman is not pregnant, estrogen and progesterone levels drop and the thickened layer of the endometrium prepares itself to shed.

References:
Johnson, L. (Ed.). (2003). Essential medical physiology (3rd ed.). San Diego: Elsevier.
Marieb, E. (2004). Human anatomy & physiology (6th ed.). San Francisco: Pearson Education.