An untreated UTI can cause a miscarriage. I've had 2 since I was pregnant, 8 in total. I got one when I was 6 weeks pregnat and because I had gotten UTI many times before, I thought "Oh, I'll just keep drinking water, and it should go away..." WRONG!!! My doctor must've scolded my *** they had to do an immediate IV for antibiotics because it had lead to a kidney inflmmation, which was causing friction against my uterus. So if you do have UTI go and get it treated ASAP, while it's not severe yet. ASAP. And yes they do give you antibiotics but ones that are safe during pregnancy such as Macro and Kafflex.
UTI's are very common in pregnant women, and there are safe antibiotics that your dr can give you to treat them. As long as you get it treated, your baby should be just fine.