Asthma, exercise and pregnancy

Are there any asthmatic moms here? I haven't done any exercise since I found out I was pregnant about 4 months ago. First, hopping on my bike brought on nausea, so I left it because I wanted to keep my food down. Then, at the turn on the season and when the first trimester symptoms started to clear off, my chest started up. I've been to the doctor, who gave me no antibiotics since it's apparently not an infection. Yesterday my gynea put me on a 3 day course of steroids to help open my chest, but if this fails I need to go back to the gp. It's been nearly three weeks of moving as little as possible, obviously if I am deprived of oxygen, so is baby. I don't want that, but I feel like I need to get active... and by active I mean walks or my bike or yoga. Does anybody have any advice?