The best advice i can give is to listen to your doctor. If he/she says it is ok to do... it is ok to do, no matter what anyone else says.

Walking and swimming are the 2 most recommended forms of exercise for pregnant women (during the entire pregnancy) as they are about as low stress as you can get but will keep your body in shape so you actually have some kind of chance of having a natural delivery (if you sit in bed for 9 months there is no way you will be fit enough to last through even an hour of labor).

I understand that you are concerned because you have previously had a miscarriage, but to be honest no one can tell you what caused it, often there is no reason other than the fact that the pregnancy simply wasn't viable.
Of course as soon as you find out you are pregnant i would suggest abstaining from extreme sports, however also remember that pregnancy is a natural thing that has been happening since before man kind existed, it isn't a disease so don't let people treat you like you are disabled!

(This is of course all IMHO from the upbringing i have had as well as my experience with pregnancy so far, at 34weeks).