Sleeping Legs

I've been having such an annoying problem where when I lay on my side to sleep (either one) the leg of the side in laying on falls asleep shortly after. I'm getting almost no sleep, because I can't fall asleep or it wakes me up if I do! Is anyone else having this problem? Is there anyway to help?

Thank you!

ALSO: just FYI, I'm 34 weeks pregnant, it just started a couple of weeks ago. I sleep with a pillow between my legs every night, and have since before I was pregnant.