I was reading this book, Aromatherapy Handbook <http://www.amazon.com/exec/obidos/asin/089281831x/qid%3d1065709876/sr%3d11-1/ref%3dsr%5f11%5f1/104-8361704-5199940>, and saw this passage:
"During pregnancy do not use the following oils in high doses in baths or body oils, since they have an abortive effect:
basil, camphor, carrot seed, cedarwood, clove, frankincense, hyssop, juniper, myrrh, oregano, rosemary, sage, verbena
The following essential oils should only be used in low doses in the early months of pregancy: clary sage, geranium, peppermint, rose, rosemary. Other oils, such as pennyroyal, sassafras, and clove, are also known to have an abortive effect but are not used in cosmetics."
I don't know if it's true, but I thought is was interesting.