I never had any leaks in my first pregnancy but during this one I've had a couple when I've sneezed with a full bladder. During pregnancy the weight of your baby puts alot of stress on your pelvic floor muscles so you're more likely to have the occasional leak.
I geuss you can look at it as a little warning to keep up the pelvic floor excercises (perhaps increase them) - maybe have a chat with your midwife to make sure that you're doing them properly.
You might want to invest in some thin pads just in case of any further accidents. I've also learnt not to hold on - if I need to go I don't put it off.