yes its dangerous because it can put you into labor from the heat.
I would also say if you do use one to keep a towl folded over at least once between the heating pad and your skin.
Anything that can raise your core temperature needs to be avoided, as it raises the heat of the fluid. This is why hot baths, saunas, hot tubs, etc all are supposed to be avoided while pregnant. If you DO use one, it needs to be on the lowest setting, not on your stomach and only used for 10-15 minutes.