Do what's natural. Most ob's have gotten away from making people gain weight, since moms were gaining too much weight, and not losing it, or becoming very unhealthy. Simply follow what your OB says is a good target, and don't sweat it. If you only gain 10 lbs, instead of 25, it's fine.
BMI. Appropriate weight gain during your pregnancy depends on your starting bmi. In general, women who start in their ideal bmi range should expect to gain 25-35 lbs over the course of the entire pregnancy. Your doctor can help guide you, taking into consideration single/twins/multiples and other medical conditions that may affect the needs of the pregnancy.