Ok, sorry to disappoint, but I couldn't find it anywhere, I even googled it. Anyway, I did find other info for you.
Usually, pregnant women are not allowed to go swimming with dolphins for several reasons. Dolphins can detect the baby in the womb using sonar. It's pretty much like getting a sonogram.
They can't swim with them because:
1. Most of the time, dolphins are so "interested" in the pregnant women, that they only want to spend time with them, and ignore the other guests in the dolphin swim encounter.
2. Dolphins swim, eat, and poop in the same water, therefore there is a risk of getting salmonella, and transferring it to your baby.
3. Insurance companies don't want to go there.
4. Dolphins are wild animals, and there is a chance of being aggresive, causing a great deal of harm to your baby.
Alot of the time, it is up to the place as to whether or not they will let you, but most of the time it is a no. Sad, because I bet it would be fun. Plus I've heard dophins have a very strong "mothering" instinct.
HTH