I remember when I was at the gym they used to ask if anyone was pregnant in my aerobics classes... From memory, they were really good about it - just gave you modified excersises that didn't push you as hard.
You shouldn't 'diet' as such while pregnant, as far as I'm aware, but eating a good healthy diet will certainly benefit your unborn baby as well as your waistline (not that I'd know - I ate like a pig when pregnant, but I have been researching ready for my next pregnancy where I'll be much better behaved ) You may find you need to eat a bit more when pregnant to keep up your energy, but it can be healthy eating
Congratulations on the 15kg, by the way!