Most excersizing is actually encouraged during pregnancy. I have only heard of negative effects associated with very heavy, very strenous workouts or manual labor. You can ask your doctor specifically what they would suggest but most doctors will tell you, and encourage you, to continue excersizing during the pregnancy only doing lighter excersizes the farther you are along.
My sister, the fool, was so afraid that she was going to lose her body that she worked out everyday of her pregnancy. In fact, she went into labor while on her daily walk around the block.