I take classes at Pure Yoga at Chevron House (Raffles Place) and I know they offer prenatal yoga classes at least 3 times a week. Although I've never taken the class (I'm not pregnant) I'm sure the instructors are very knowledgeable about practicing during pregnancy.
I have heard people urge caution about beginning a yoga practice while pregnant, however, since you are not an experienced yogini my advice is to be sure whomever you choose to guide you knows very well the physiological differences in a woman's body when she is pregnant, to avoid injury.
Pure Yoga also has a location on Orchard Rd., in Ngee Ann City, which is slightly large and offers more classes. I go to Raffles because it is closer to my home, and often has smaller class sizes, though the schedule is less flexible.