Is it possible to lose weight when you're pregnant?

Right now i'm a bit overweight. I just joined a gym last week to try to tone up and lose this baby weight from my first pregnancy. Just this Monday, I found out I'm 5 weeks pregnant! I'm overjoyed, but I don't want to pack on so much weight that i'm extremely overweight. Is there a way to lose fat, while eating healthy and working out during pregnancy? I don't mind gaining weight (for purposes of pregnancy), but I don't want to add on so much fat that I look swollen during my whole pregnancy. I actually weight more now than I did the day I went in to have my son. It's hard to explain, i'm not trying to deprive the baby of food or anything or overwork myself. I guess what i'm trying to ask is, if I continue to workout during my pregnancy, is it possible that I gain less fat? Help!