How bad is the radiation when taking xrays at a dental clinic when your pregnant?

Probably ok. With proper technique and shielding the dose to the fetus from dental x rays would be negligible.
Depends. It depends on how advanced the pregnancy is. In general the dental staff will ask about the possibility of pregnancy and only perform xrays if absolutely needed during a pregnancy. They will provide a lead apron to cover the abdomen to prevent radiation of the pregnant uterus. It is best to consult your md prior having dental work and xrays/.
Depends.... Try not to take xrays unless necessary. How far along you are is important and the type of xray you are being exposed to. Digital xrays are the safest.