I've never had the normal flu shot, and I wouldn't get it now that I'm pregnant. So based on the whole 'swine flu is just another flu' theory (which I agree with), I won't be taking any extra pre-cautions for this either. Especially not as long as it's not clear if/what side-effects there will be. I know it's only a small variation on the normal flu shot, but it's still an untested difference.
Besides, I personally am still of the opinion that it's all hyped up too much and not all that bad. Sure extra people are dying right now, but the numbers aren't that much higher than previous years with just normal flu. And 2 years ago we had a massive break-out of normal flu that left everyone in a panick about extra deaths/economy falling to bits due to people having to take time off sick ... non of it ever got as bad as they predicted.
Nah, I'll pass.
-Edit-
Would like to add that in Holland pregnant women are no longer classed 'higher risk' unless you already have previous problems that would entitle you to the normal yearly flu shot