What do I need to know about exercise?

Hey ladies! You'd think that by the time you've had 5 babies, you'd know everything about pregnancy, but I've still got some questions! :lol:
Can anyone tell me what the guidelines for safe exercise during pregnancy are? I've been doing a relatively intense pilates work-out DVD a few times a week (love it and what it's done for my poor post-partum body!) and I'm just wondering if I can/should keep up with that one, or switch to my prenatal DVD now already? I've lent it out, and I'm not really too interested in asking for it back quite yet.... ;) Not quite ready to make any announcements yet!
I'd appreciate any tips or suggestions!
Thanks.

Figured someone should like you and reply even if I don't know much :p
If it's not causing you to overheat or be out of breath I think you're okay. (Just going on my memory of exercise guidelines from last time)

Thanks! I was starting to feel lonely and unloved.... ;)
I seem to remember Alan saying once that there was a lot that a pregnant woman could still do, but I just can't remember what precautions there were.