It depends on far along the woman is in her pregnancy. Since this doesn’t happen often we have very little evidence to draw from. A pregnant woman gains some level of repellant properties when it comes to paranormal beings, including vampires, due to the magic of innocence from the child growing within. This grows exponentially over the course of nine months. Despite this the notorious child eating Gnomes are always a threat. In the early months of pregnancy a strong vampire might be able to withstand her blood, and transform her. Of course if the vampire was really hell bent on doing this he could drain most of her by other means, and then introduce his blood to initiate the transformation to vampirehood. In the early months the woman can be turned into a vampire. The middle months are a toss up while the final months of pregnancy make transmutation into a member of the living dead impossible.
If a pregnant woman becomes a vampire in the early months her baby will become a vampire as well. These are the rare cases of a non-first generation vampire having a baby since only the originals can father, and mother children. In the middle months the human baby would most likely die as it cannot be sustained within a living dead host. In the final months any attempt would result in both their demises. Luckily this is beyond rare, and if you’re pregnant your baby provides you with paranormal protection most of the time.