Hi Alibaby,
This is such a common issue with pregnancy they hand out leaflets on pelvic floor issues at my antenatal clinic. Keep doing your exercises, wear liners (if you can) and tell your midwife so she can refer you to a physio. The exercises do make a huge difference, even if you only remember them a couple of times a day. (am in my 4th pregnancy, would hate to think what I would have been like if I didn't do pelvic floor exercises)
Best of luck with everything.