The baby could just be a dream symbol. Houses are, for example, supposedly dream symbols for the self. Babies are often dream symbols of wishes or the potential for something, or of the inner self.
I don't really put much faith into them. I think a lot of dreams have to do with what you've been thinking about before you go to bed. I've noticed I can be thinking about pretty much anything before I go to bed and then have my dream incorporate it.
Some people hold dreams in high regards, others such as myself find them meaningless. Desire alone for pregnancy can cause something like this, while others will say it could be BECAUSE you're pregnant.