I rode until I was 30 weeks pregant, had my daughter at 34.5 weeks, thenwas back in the saddle 5 weeks later despite pretty nasty stiches. Riding is what keeps me sane, and my doctor and midwifes were very supportive. I knew the horse (share mare) very well, and she is very well behaved (only fall off when she refuses a jump sometimes!). I stopped jumping right at the beginning, and just took it easy. Trotting in the later stages was difficult, but cantering and galloping in a forward seat was OK, as was walking.
Good luck!
PS. What is more difficult is getting out riding afterwards, until your baby is big enough to go too. My OH refuses to believe that Lily would be OK in a rucksack on my back! So now we take it in turns to look after her and go and ride/sail (his passion), so we never see each other!