My fiance and I are about to have our first child and we're being incredibly careful of what she eats, what supplements she takes (we discovered melatonin messed with hormones that could mess with fetal development!). I know that a pregnant woman can exercise but I think there are limits to what kind of exercise she can do and for how long.
I know being active is best and is actually better for the child birth (just read an article about that), but you don't want to over strain yourself. Walking is something you should do everyday when prego, but anything like running too much or too fast, weight training (even light weights), or strenuous exercises like sit ups, overstretching and the like are not recommended. I'd curious what people have to say about this question- Great Question Jimmy.