Interesting replies!
The reason I ask is that I'm currently working in research in the area of maternal obesity, and the issue of exercising in pregnancy is of particular interest to me.
On the whole, exercising whilst pregnant is safe. Yes, there are extra considerations to make, and as the pregnancy progresses it certainly may become more difficult/uncomfortable to exercise, but there are so many benefits from doing so that it's well worth the effort.
But a lot of women find that people chastise them for being active. They should put their feet up and eat for two - both real issues where gestational weight gain and pregnancy outcomes are concerned, but that seems to be how the majority see it.
I think it must be quite difficult to make the decision to be active, and stick with it, when people are telling you otherwise.
Maybe women who don't want to get glared at for excercising while pregnant should get t-shirts which say "I'm not pregnant, I'm fat" 
