I did some research on the net on this back when I was first pregnant. Based on what I read, I have decided to avoid peanuts during my pregnancy.
However, from what I did read, the research is still inconclusive, you will find supporters of not eating nuts, and others who say it does not make a difference to your child developing allergies. Try and do some research of your own, I just googled the subject, and browsed various sites.

As with most decisions during pregancy, I believe all you can do is research and find out all you can, so you can make an informed decision about whats right for YOU.

Good luck, and try not to worry about eating those nuts!