Firstly. Check with your doctor before you would change anything in your diet!
Eating a well balanced diet of meats, vegetables, fruits along with lower amounts of sugar, processed carbs and take-aways is very important while being pregnant. But I wouldn't diet to loose weight as such. At the end of the day the baby you are growing gains all the nutrients that you put into your body, so you would simply want the best products and the most nutrient dense products for you and your baby. I wouldn't advise dieting, just a all round healthy diet. How do you feel about this ?