The Book of Menstruation (Kitab Al-Haid)
Muslim :: Book 3 : Hadith 672
Al-Miswar b. Makhrama reported: I was carrying a heavy stone and my lower garment was loose, and it, therefore, slipped off (so soon) that I could not place the stone (on the ground) and carry to its proper place. Upon this the Messenger of Allah (may peace be upon him) said: Return to your cloth (lower garment), take it (and tie it around your waist) and do not walk naked.