Beautitude - As long as you've commenced exercising before the PG then you are fine to continue it - as long as there are no other issues with your health, or your GP has a good reason otherwise - which would be a medical based decision too. The problems come when women start exercising after they find out they are PG, and they are not accustomed to it. You really only need / want to be working at 60% of your heart rate.
Quick calculation to work out what that is:

220 minus your age = XXX (then work out what 60% of that figure is with a calculator).
That figure will be your maximum amount of heart beats per 60 seconds.

(During exercise the easy way to calculate that is to do a 15 second pulse count - first count is zero...THEN 1, 2, 3 etc). Then double that figure, and double it again. Compare that to the '60% figure' and you'll work out if you are over or under.

OR

Buy a heart rate monitor and it'll work it all out for you .

Re - the running. Maybe try a supplement like Musashi L-Carnitine to give you a boost of energy? It also assists in burning fat during exercise.

As for quick weight loss - I personally recommend (for myself) high intensity, about 60 min duration per session, and vary the exercise you do. Keep shocking the body to avoid the dreaded fitness plateau.