Pregnancy puts a lot of strain on the pelvic floor muscles, as well as the lower back and leg muscles. Weaker muscles get strained easily and develops pain when they are over-worked. That's why a lot of pregnant mummies develop pain when they start to exercise.
Before starting with ambitious workout plans such as long walks or cardio, it is important to make sure that the muscles are strong enough to tolerate the exercises, especially for moms who were sedentary before pregnancy. Spend 2 weeks doing the Kegel exercises and squats is a good way to prepare these muscles. It helps to prevent pain developing in the lower back and pelvis.
Throughout your workout sessions, also take note of any leakage of urine on physical exertion. It is a sign that the pelvic floor muscles are not able to tolerate the workload, and needs to be strengthened first.