Is it safe to use a jacuzzi/sauna when pregnant?

At least one blogger thinks it is not safe to use a Sauna while pregnant: "Sorry to break it to you ladies, but it’s not advisable to relax in hot leisure facilities whilst pregnant."

Continuing, "When using [a sauna], your body can’t sweat effectively to lower your temperature. This causes a rise in your body’s core temperature. When your body’s core temp increases, your unborn baby can become at risk, particularly in the first 13 weeks of pregnancy." The writer doesn't actually offer any evidence for these statements.

This article got me doing Google searches. See the CMA Journal article Suggested limits to the use of the hot tub and sauna by pregnant women for the results. The authors of the study say: "the results of this study do not contraindicate sauna and hot-tub use during pregnancy."

See Are Home Infrared Saunas Safe? for discussion of sauna safety in general.