Do you know it's been proven that mothers who have a sweet tooth and eat chocolate etc during pregnancy actually have happier (more smiles etc) babies than mothers who stick to the really healthy path. I read that in a baby magazine a month or so ago and it was almost like it was shouting permission to eat things I'd avoided like the plague up till that point.
If you crave it, eat it. You are not doing your baby any harm what so ever by eating slightly less healthy, just do try and keep up an intake of protien though, so meats, cheddar cheeses, milk, nuts, fish etc. Baby does need that but can actually make up for any other short fallings, i.e if they don't get enough sugar they actually start to lick the amniotic fluid (which apparently has a sweet taste to it) and so forth so eat what you want, enjoy pregnancy and don't fret about the sugar thing!!
Oh and to the excersice question: do it gently, slowely and don't start doing it as in training for a 5k swim/run etc - if you were excersicing 4x per week before pregnancy it's ok to continue just don't start tough training now type thing. Swimming is good (as it a little 'free' walk each day!) just take it really easy!!
Nicola xx