I foud some info on a few different sites....

there may be a risk from background radiation
It is known that having extra folate before getting pregnant and during the early part of pregnancy provides some protection for the developing baby from abnormal development of the brain and spinal cord (protection from developing spina bifida and other neural tube defects). It has also been shown that exposure to UV light lowers the level of folate in blood in tests in the laboratory. Researchers are starting to look at whether too much exposure to UV light around the beginning of pregnancy can lower folate levels enough to make the baby more likely to develop abnormally.
Do Not Overheat ~ AVOID exercise on extremely hot days. Position yourself near the air conditioner or fan for aerobics classes. Do not use the solarium, spa, steam room or overheated pools. Keep fluid intake up before, during and after exercise. Drink small amounts of fluid frequently. Avoid exercise in the heat of the day.
Many women find during pregnancy that their skin is more sensitive and that they are much more susceptible to sunburn.....avoid tanning beds until more evidence is available, simply because we can't be certain that there is no risk.
found this one on a solarium website:
We do not advise that pregnant women use the sun solarium. This is because as your body heats up it becomes distressing for the baby, please check with your doctor first.
Hope that helps a bit...