Suggestions

I am currently 31 weeks and I have been exercising since before pregnancy with gradual decrease in frequency. I started at 4-5 days a week and am down to 2-3 days a week. My problem is that regardless of what exercise I try to do I start feeling nauseous and lightheaded long before I'm done. I've tried eating more with more protein before going and it doesn't seem to help. Anyone have any ideas of what else I could do minus stopping all together. I currently try to do a one day strength training class and have already decrease the amount of weight and elliptical the other day(s) and have decreased that to minimal settings.