its good to stay active though, just to make it easier on your body while things are stretching and such, it makes delivery easier, and also makes it easier to lose the weight after. Do you have a pregnancy book?
I have one, and it shows some stretches pregnant women can do, what activities pregnant women can also do while pregnant, a few examples:
bike ride [or to be safer cycling on an exercise bike]
swimming/water aerobics
walking
strenght training [do not hold your breath while lifting any weights and aviod heavy lifting] leg curls in lay down position, bent-over dows, dead lifts etc.
Low-impact aerobics[be cautious of lifting knees to high]
Step(bench) aerobics
These are all ok to do while pregnant, as long as you do them with caution.
I myself dont do all these, but i walk alot more, and do some stretching.