Hi
I've heard that the only real danger in lifting heavy things is to yourself. I think it has something to do with muscles weakening. Anyway, liftinh heavy things might do you damage but the baby is well cared for inside and unless you fall heavily on your stomach then bubs is pretty safe. If you were to strain your ankle/back/leg when lifting then it may make you collapse.
It's pretty hard to go through 9 months without lifting anything. Just try to limit what you lift and lift from your legs not your back. If you can avoid lifting things then do so otherwise just be cautious.