D.W.
Pristiq is basically the next generation of Effexor XR, but unlike Effexor (a Selective Serotonin Reuptake Inhibitor), Pristiq is a SNRI (Serotonin Norepinephrine Reuptake Inhibitor. It works on 2 chemicals in the brain vs. the one that most depression medications affect. The only other SNRI on the market is Cymbalta.
I'd talk to your OB/GYN. They'll prescribe the medication if the benefits of its use are greater than the risks to your baby. It is Pregnancy Category C - it means that the manufacturer has either not studied it in pregnant women (or the studies have not been evaluated by the FDA). There may be data available to your OB or pharmacist on how it may affect your baby while you're pregnant.
Women are commonly on anti-depressants during pregnancy, but only when it's vital for them to get through it. I've worked in the pharmaceutical industry for the past decade, and I would not personally choose to take a medication during pregnancy for which there is no data available. Just my personal preference as a mother and a biologist.
Here is the information that the FDA has approved Pristiq for. You may want to print it off and discuss either with your OB or a pharmacist. Don't take anyone's advice here as the gold standard - each medication will react in each person differently.
http://www.wyeth.com/content/showlabeling.asp?id=497