LH, Congratulations on your pregnancy! I'll just add my 2 cents to all that's already been said. I'm pregnant with #5, and I get it every time, but it is a comfort to know that I'm not miscarrying! I've had 2 of those, and the nausea was nearly nonexistent, though they were pretty early when they happened. So, there is comfort in the "icky feeling"!
Now, handling it, I eat protein. Frequently. (I like whole wheat bread with peanut butter and milk or sunflower seeds and raisins, etc.) But, if I get to that nauseous stage, eating them is about the hardest thing to do. The trick is to eat before I get hungry, when there is any hint that I will be nauseous soon, or anything that might be the faintest signal that my blood needs more fuel for the baby. Remember that it is protein that builds muscles and tissues (ie. your baby), and that your body does not use your storage (fat) to build the baby. It uses what is flowing around in your blood. So, it helps to eat frequently, especially protein, so you have it constantly in your system for your body to use it for your baby. Anything left over gets stored for use after birth when you breastfeed.
When you've already gotten nauseous, try eating something small (like maybe a cup of milk? - something high in protein you might be able to stomach), very frequently (like every 15-30 minutes), until you can eat something a little more substantial and don't feel nauseous anymore, and then continue to eat fairly frequently (every hour or so) to keep the nauseousness at bay, and your baby well fed.
I continue to do this throughout the pregnancy, and whenever there is a hint of the really uncomfortable things (like heartburn later on), I re-evaluate how often I am eating, as well as how much. I usually need to eat more often, and then the yucky feeling goes away, and the baby seems happier, too.
Also, stay well hydrated -- drink lots of water.
Further, you might want to check out Dr. Brewer's website at www.blueribbonbaby.org That is where I first learned about all of this and why it's such a good idea, and a lot of the background of what good nutrition in pregnancy means and what it can do. I sure gain weight throughout the pregnancy, but I have also been able to lose the weight afterward (without too much difficulty), and the health of the baby and me have been worth it. I did it with #4, and am doing it again with #5, and #5 is so far doing as well as #4 did (which was, and is, really well!).
Good luck, and congratulations!