what do you do when you're overweight and pregnant?

Much to my dismay, I have gotten very overweight (like 40 pounds overweight). I was watching what I ate, and was increasing my activity when I got the good news that I was pregnant. This is my problem. 
I'm so fat now, I feel like if I gain 35 more pounds I will just pop. Aside from the fact that I can't even fathom being 75 or more pounds overweight, that's also not good for the baby. But, I'm out of shape, so I can't exercise too hard because of the pregnancy. You know how the doctors tell you that you're not supposed to do anything too strenuous, or anything that you are on accustomed to? I well, that would be the problem with my working out. I was already trying to eat healthy, but it's not like I can go on a strict diet while I'm pregnant. 
I can't be the only one in this boat. Does anyone have any advice for me?