The worst part is . All the weight I'm going is in my legs and thighs :/ and arms my stomach is a perfect round little belly still . 

Hormones do crazy things!  When I first got on BC I gained 30lbs in 5 months.  I have friends who gain 60lbs during all their pregnancies.  As long as you are being healthy and baby is okay I wouldn't worry about it.  Some doctors yell about weight, others do not say a thing.

I'm 5'9" and 30wks and have gained almost 35lbs already too. All in my upper body. I only wanted to gain 30lbs altogether now I'm hoping to keep it under 45lbs. So frustrating!!

Don't worry! Your baby needs th nutrients that you are storing!