Your body undergoes many changes during pregnancy, which make you more vulnerable to injury and pain. To learn about these changes, read "Injury Prevention in Pregnancy Part I: An Introduction".
You're always advised to check with your doctor before beginning or continuing an exercise program once pregnant. As stated by the American College of Obstetricians and Gynecologists (ACOG), you should not exercise if you have any of the following complications: pregnancy-induced hypertension, ruptured membranes, premature labor, persistent bleeding after 12 weeks, a cervix that dilates ahead of schedule (incompetent cervix), poor fetal growth, multiple birth pregnancy, placental disease, or a history of three or more miscarriages or premature labor.
If none of these apply to you, and your doctor gives you the "OK," then the ACOG suggests aiming for 30 minutes (or more) of moderate exercise each day, on most days of the week.
To prevent injuries that pregnant women are vulnerable to, be sure to include a proper warm up, a cool down with stretching, strength training, and cardiovascular work. Kegel and abdominal exercises will round out a program nicely. To understand each component's importance in injury prevention, we will discuss each individually.
The primary focus of a proper warm up is to prepare the body for exercise. You should first walk or bike to get your blood flowing, and then begin a light range of motion routine. Start with your head, and work toward your feet to gradually loosen all of the joints: