Pregnant women are at particular high risk for complications of Swine Flu and actually seasonal flu as well as a fetus is a huge drain on the immune system.
If you are pregnant, and you think you're coming down with the flu see your doctor immediately. Insist that they do a swab, and insist that they use the long swab. Don't take NO for an answer. Last year short swabs often delivered false negative results. And at who's expense? The person with the flu. You don't want to be a statistic brought on by some doctor's poor handling of your case, kwim?
Gone are the days when we can totally rely on doctors to look after our health. Don't risk your health, your life or your baby's life. Read everything you can get your hands on. Be informed, and be smart. Being prepared is about the best way I can think of to eleviate any anxious thoughts you have about coming down with the flu.
You do not want to wind up in a hospital on a respirator fighting for your life. There are pregnant women in the UK on respirators now. I do not know what the current situation is in the US with Swine Flu so I have not checked any current statistics here.
It's a matter of quickly recognizing what you have is probably the flu, and getting treatment ASAP. I would recommend calling your doctor in advance, and asking what their treatment plan would be for you should you come down with the flu or come in to be tested for the flu. You need to know their answers to your questions in advance, forewarned is forearmed. If you don't like what you hear, call another doctor until you find someone you feel you can trust with your health.
My daughter was sick last year when she got pregnant. In my opinion, she had the Swine Flu, it was prevalent in our community at the time, but her doctor told her she only had a respiratory infection. She was given the short swab BTW. Her baby was born with a cleft lip and palate, something that is typically hereditary, yet there have been no babies born with clefts in either our family or her husband's family's history. The flu can cause birth defects, and cleft lip/palate, among others.
http://www.cdc.gov/eid/content/14/1/95.htm