instead of just walking set yourself a goal. such as walking to go buy something for bub. iykwim. Make sure u take a break when needed, dont push yourself and try and go when its not too hot. Also lots and lots and lots of water.

swimming is great in pregnancy but the most i do is in the shower lol.. i just dont feel comfortable going swimming.

My midwife said even if ur able to work up a little sweat doing the housework it will all be helping u. just dont overheat urself and take lots of breaks.

some yoga type exercises are great too and you can do them at home. If u google yoga in pregnancy it should give u some exercises to do. HTH