Hey Jan,
Ive read that they are definately safe and recommended to do throughout pregnancy and can help avoid tearing etc.

They are sometimes called Kegels (american I think!) and its basically tightening your muscles as if you are stopping a wee midstream! You use the same muscles and tighten for as long as you can and then slowly release. Different books say different things - mine suggests working up to 8-10 seconds and doing 2-3 sets of 20 during the day. Have to say i forget most of the time and do them once a day. You can do them anywhere really too - you dont have to lie down etc. Some people suggest you get into a habit like when you get in the car, while watching tv etc.

Hope this helps!