As a cover all policy, Sharon's post is excellent. However i would add, that more important than heart rate in exercise, is your temperature. Getting overheated draws blood away from the core (womb), whilst 140 bpm will prevent overheating for most women, if you are unfit/inactive it may be too much, and a highly trained lady may be able to work at relatively higher levels. Pregnancy is never the time to start training, or attempt to get fitter (this is a knee jerk wish for some who panick about loss of figure, and aim for a pre-emptive strike), merely maintain where you are in regards to fitness.
For long periods of cardio, you want to work on prolonged intervals- 10-15 mins in a low /moderate cardio zone, then 5-10 mins low steady pace to allow a cooldown before the next period of exertion.
Avoid inner/outer thigh machines,(you know, the undignified ones)and be carefull with shoulder work in the gym. Your hormones weaken all your ligaments during preganancy, even though the target is the pubis symphysis- the ligament that holds the pelvis together (it has to break open to allow the babies head to pass through ). These hormones make the joints hyper mobile and unstable- especially your hips and shoulders (both ball and socket joints).

As the baby develops, so it becomes more robust,so the safe limits change a bit dependant on trimester. In a gym I used to work at we had a competetive distance runner who did 10 miles on an eliptical trainer the day before she gave birth to a healthy baby boy!

Guidelines are good, but now is also the time to listen to your body, respect your new limitations and adapt to training for 2
Don't let the door hit ya' where the good lord split ya'