You can do
sport whilst your
pregnant, it's even recommended.
However you need to take into account several prescriptions :
You mustn't do any
sport if it's too hot or humid, be careful with breathing, don't work your abdos and drink lots of water.
Also, certain activities are forbidden: ball sports (basketball, volley ball, handball), wrestling obviously, but also aerobics, tennis and all sports including rackets (badminton, squash), jogging, scuba diving, mountaineering, cycling, horse riding, and all sports which include a risk of falling or bumping.
All of that doesn't stop you from doing regular exercise, which is important for keeping you in shape and
prepare your self for giving birth: gym (light), yoga, stretching and dance are all possible.
(Be careful of certain positions).