Everything I've read and all of my doctors have said that exercise absolutely cannot cause a miscarriage and that exercising while pregnant is a good idea. One of my doctors put it best when she said "Nothing you can do can end a HEALTHY pregnancy, and nothing you can do can save an unhealthy one." Then she added that I shouldn't start using narcotics or anything, but I promised her I'd wait with that until after the baby was born.

I worked out at the gym 3-4 times a week at the beginning of this pregnancy (I admit I slowed way down later...). The important thing with exercising while pregnant is to make sure you keep yourself from getting dehydrated and overheated. But at a "normal human being" level of exercise, that just means making sure you drink some water.