Yes, I've had this quite a lot. Asked my consultant about it and he said its common during pregnancy, as well as some bleeding from the gums. It's beacuse the little blood vessels in your nose and gums become quite sensitive during pregnancy, not helped by the fact that your blood volume increases from about 8 pints to about 14 pints by the end of 40 weeks, so putting more pressure on the vessels. Strangely enough, mine always seems to bleed from the right side. Usually clears up pretty quick, so not like a 'normal' nose bleed.
HTH