There are some proper fitness instructors on BB, so hopefully they will be along shortly.

As long as you stick within your limits, don't get too hot, don't overstretch and no sit ups, then it should be fine to go to the gym and do some of the classes. I did low impact aerobics and Bodypump till 34 weeks. Prior to pregnancy I had been going regularly, but then my gym shut due to flood damage from when I was 10 weeks till about 26 weeks when I went back to the gym.

Check out the Les Mills website, I think they have some info on there for pregnancy modifications.