I don't know as much as others on the board so hopefully others will post here. I don't know about a pregnancy link. I do know though to determine if you have a thyroid problem, you also need Free T3 and Free T4 testing.
Could you post your numbers and reference range?
Do you have thyroid symptoms?
In this post someone suggests pregnancy and other causes of high TSH:
http://www.medhelp.org/posts/Thyroid-Disorders/elevated-TSH/show/733543
Also try searching "TSH and pregnancy" on this site. Good idea until you get some responses.