L.S.
My understanding is that you should not do exceptional workouts while you are pregnant - IF you did not do them before you were pregnant.
Before I had my son, I did aerobics 4 days a week. I continued while I was pregnant with him (modifying as I went. I lowered my step and eventually used no step at all. And, I eventually cut back to 2 days a week).
After he was born, I didn't do aerobics anymore (I didn't want him in the daycare). And so, when I was pregnant with my duaghter, I did not start or do anything extra or significant. BUT, you can start walking.
Good luck!
L.