I remember seeing on "What's good for you" that you shouldn't use one when pg.

I asked DH (he was an eletrician in a past life) and he said that he reckons it's only that you can't lie on it when it's on. You can turn it on to warm up the bed, but then turn it off before you get in. It's to do with the magnetic field in the current. When it's off there's no current so it's OK.

Not 100% sure. I will read up a bit - maybe someone else knows for certain. Better to be safe than sorry, aye!
Jo