I have not yet done Insanity (it is on my very soon to do list) but I have had a gain/stall when I add a new routine. It is rather common, what with muscle toning and water retention. Your body grabs hold of the water to repair your muscles and you need more when you exercise than when you do not. And if you add in an intense exercise, like Insanity, you had better believe you will retain water. It usually takes anywhere from 4-8 weeks for your body to adjust to the new activity level before the water retention balances itself out. In the meantime, just make sure to drink extra extra water...more water in will make the body release the stores it holds on to because it won't fear when the next drop comes
When I was pregnant, I was unable to exercise, I was too high risk. Up until that point, I was working out daily. however, when even if I was not high risk, I would have had to tone it down some. You want to keep your heart rate lower when pregnant then when not so you do not starve your unborn child of oxygen. I read somewhere to keep your heart rate below 140 beats per minute. And obviously, as you get larger, cut back to more gentle exercises, such as yoga.
I did not struggle with weight gain, but that was because I knew I HAD to gain 20-25 pounds for my child to be healthy. And since I wanted my child more than anything else in the world, I just went with it despite the fact I had JUST lost that weight. And I stayed at 22 pounds gained. It was after pregnancy that I gained...and kept gaining. I guess I jsut got lazy after so many months of bed rest.