I am thinking about quitting my job... trying to get pregnant though. Need some advice, please!

To sum it up, I started a job 7 months ago and my boss, whom I work one on one with (finance advisor) is a total piece of work. He's nasty and mean and yells and cusses and piles so much work on me and then he leaves 4 hours early every day. He said these words to me this morning: "it's your job to pick up my slack. I wasn't feeling well last week and didn't retain anything we did. It's up to you to carry us and to get everything done perfectly." (He left for two days last week to watch basketball.....)
 I want out and badly. I would be smart and line up a new job first. I have no benefits other than a 401K with this job because my husband holds wonderful benefits for both of us with his job. Catch: we are doing fertility to get pregnant. We are on our first round of injections. Is it ethical/okay to start a new job either being very newly pregnant or hoping to be pregnant very soon after? (Who ever knows with this fertility stuff?)
I know some companies have clauses that say you have to work for x amount of days to gain benefits, etc. What are your thoughts? Anything is appreciated.