You can keep exercising and in fact its important that you do unless you have complications such as having a multiple babies, incompetent cervix, multiple miscarriages etc.

With my first pregnancy I fell pregnant whilst a competitive runner (national level) and even ran and won a 5000m race when 6 weeks pregnant. I continued running under the supervision of my Obstetrician until the night before we were induced! Both baby and Mum were fighting fit and well!

This time around (I am nine weeks) I have been ultra paranoid as we had a miscarriage in February. On Monday my Obstetrician (the same as when I had DD) confirmed with an Exercise Physiologist the following guidelines for me to follow:

a) MOST important - dont let your temperature rise too much. I always take my temperature as soon as I have finished my run. I only run early in the morning and outside (to let the breeze keep me cool) and my temp never goes above 36.5 (I think you shouldnt let it get above 38). They recommended doing the majority of exercise outside as well as you are able to maintain a lower body temp outside.
b) Dont do more than what you are doing
c) Dont let yourself go into an anaerobic state. In simple terms dont puff your heart out - save some for baby! My rule is I have to be able to run and talk at the same time (and trust me I sound stupid running on my own at 6am in the dark talking out loud to myself but it keeps me from running too fast and going near an anaerobic state!)
d) Dont be too concerned about heart rate - temperature and remaining aerobic is most important. If you do want to measure your heart rate and stick to a limit (and dont forget depending on your fitness and the sport you are doing it will vary) they recommended 140-160bpm.

The only other thing I would suggest you watch out for is as your belly grows you start to pull on your abdominal muscles so you need to back off as it hurts!

Hope this helps. I know it helped me!