Exposure to the sun can increase the core temperature of the pregnant woman, this in turn can elevate the temperature of the fetus, which can cause brain damage if raised high enough or long enough.
While pregnant the hormones, mainly estrogen, in your body actually can increase the risk of chloasma or mask of pregnancy when exposed to the sun. These darkened spots, usually on the forehead and across the nose, may or may not retreat after pregnancy.
Despite years of research and warning millions of people all over the world are dedicated sun worshippers. For many pregnancy will not change this. Taking precautions and understanding the risks is very important. The biggest of these precautions is drinking enough water and minimizing exposure to prevent overheating and using the proper sun screen to minimize damage to your skin. [from about.com]