having just become a student midwife today, I am not quite qualified enough to give proper advice.
but as a mum and a runner and a nurse with lots of experience, if you have been given the go ahead to exercise, then go ahead
listen to your body
take it easy if you feel tired, get any strange aches and pains
the medical profession doesnt have to much experience with ladies that want to train and are pregnant so err on the the side of caution.
a girl at my running club was still running when 7 mths pregnant
what peeps have said are right, lots of food, dont do too much, if you are still feeding, good support!
just do what feel comfortable and not too much
swimming and cycling may be better than running to begin with