I never risked it but my doctor explained to me that the tanning bed only effects the skin so it is technically ok, just like being in the sun. The problem comes when you get too hot. Increased body temps aren't recommended. That's why no hot tubs.
It's not recommended to use tanning beds any time, never mind benig pregnant. Your skin changes when you're pregnant and so it could be more sensitive to sunlight and so it's not worth the risk of using them since the UV rays are much higher than actually being out in the sun.