We are currently in the same situation. We have a jack russell she is 3 and VERY hyperactive and jealous. I do believe we are going to have a hard time trying to get her to be gentle with bubs when he is born, so we are trying to take steps with her now to settle her.
She used to be able to go into our room but we have completely blocked her out of it. We tried putting her into the garage and she doesnt howl or anything but its way too cold out there for her, even with the blankets! She is allowed on the couch sometimes. Although she sits on it when we are not here anyway but I would never leave a baby there so Im ok with that for now.
The jealously thing is going to be hard to combat for us IMO. She jumps and scratches and howls, its quite bad. But baby will come first and if worse comes to worse we will take her to DP's parents house and slowly introduce her back to us. She just needs to know that baby comes first, and Im hoping it doesnt get too bad!