When compared to other fish that contain mercury the lobster is a bit lower in mercury than other fish.
Eating some lobster every few days or so while pregnant is perfectly fine and I've eaten lobster myself while pregnant but only ate it maybe once per month.
The baby turned out just fine and the pregnancy went just fine as well.
Lobster is high in mercury though but not as high as fish that you would eat and you should avoid other fishes when pregnant because those are higher in mercury than lobster.
But eating a bit of lobster is okay while pregnant and your mercury levels shouldn't rise that much.
A typical lobster contains about 0.166 PPM of mercury so it's not all that high.