I am already heavy but I don't wanna gain to much during my pregnancy what type of exercise should I do while I aam pregnant?

Great question! By far the best exercise you can do is walking! make sure you have a comfortable pair of shoes! and take nice slow walks...Great for the circulation; and low impact. You might also try using an elliptical machine; as this is also low impact on your joints, just do it slowly and you'll get a great work-out. Yoga is another great thing to study while pregnant; very relaxing. Best of luck!
Intervals Best. Cardio exercise is basis for calorie burning. But the secret on achieving your goal or breakthrough a plateau is high intensity interval training (hiit) that accelerates fat burning in less time, because it raises your metabolic rate for hours afterwards! here's a link to program i offer patients (get doctor ok first): http://womenshealthfremont.Com/webdocuments/hiit-workout.Pdf.