Overweight and Pregnant

I was dieting and running before I got pregnant as I am quite a lot overweight! All my weight is around my tummy. I know I'm at risk from a few things by carrying this weight. I was wondering if anyone has carried on with diets while pregnant, or has lost weight while pregnant? I'm not doing not doing a specific diet, just watching what I eat and making healthier choices. I'm going to carry on with my running as I've been told I'm safe to do so, but all the advice I have found about weight loss tells me not to do it.