Hi Sally,

First of all Congratulations!!!

I also train alot and did so up to a point during my pregnancy. I also had a friend doing step class right up until 2 weeks out, but obviously very low impact.

With weights i was still doing some stuff, but as soon as i started to feel uncomfortable doing it i stopped. I think you have to listen to your body and if you are having any discomfort what so ever than stop. With pump class the weights you use are always going to be lighter than a "weights session" because of the amount of reps you do. During pregnancy a relaxin hormone softens our joints (please correct me if im wrong) so doing heavy weights is not a good idea. There are also a couple of mags around focusing on pregnancy and fitness, you may get a few ideas from them.