Exercise worries for pregnant moms! Help!!

Tina
I need advice. I know everyone is entitled to their opinion and we are not doctors here but seriously I am so worried about exercising and being pregnant. I am exactly 6 weeks and I keep hearing people say, your not in the "safe zone" till 2nd trimester! 
So does this mean I am to completely stop exercising? I consider myself fairly active and work out at least 4-5 times a week. I do dance classes and camp Gladitor which is like a boot camp. I've been taking it easy and not straining myself as my trainer says to listen to my body but should I be worried this!? 
Anyone else have fears of miscarrying because of exercise!?