yes, that is the right thing to do, but I would be as calm and polite and reasonable about it as humanly possible, even if she is being a cow. The leaflet I linked to earlier explains everything your employers need to know and perhaps you and them can go through it together and come to an agreement on your duties during your pregnancy. This may need to be changed from time to time according to what your doctor or midwife says.
If cow-boss tells you to do something, do what you said. Say "I'm sorry, my doctor has told me specifically that I MUST NOT do that". If you need it in writing I will go and get a note for you on monday. Unless I can get alternative duties like going on the till, my doctor has told me to stay at home. So today, I can either go on the till, or you can send me home sick"
Do go and see your doctor on Monday. There is such a thing as a FIT note. It is basically the doctors orders in writing. It is for people in your situation. It says "This person will be fit to go to work as long as they don't have to do this that or the other" If you have this fit note they will need to prove that they are sticking to it.
Also see the next boss up and insist that your risk assessment is carried out and a copy given to you in writing in the next week. If you work for a reasonably large company they should already have a written policy about pregnant workers. Ask to see it if it exists.