As long as you're breathing normally and your heartrate doesn't get too high, you should be fine.
Walking will help, squats, lunges, and riding a bike are some other exercises.
****Bump****
I'm wondering the same thing, can I run or exercise to help me go into labor????
I went jogging at 35 wks... if u were alwaya active b4 birth u can continue ur exercising moderately through out ur pregnancy. Dont over do it-the "rule" is "if u cant carry on a conversation while jogging/running-ur going to fast"...good luck