My doctor says the first three months its ok but find out asap and if you are get a dr note with the weight limit in the paper.Also know that my dr. also has told me if something happens to baby within the first three months it wasn't because you lifted heavy things or went to an amusement park etc. but you still should be cautious.
If you have been lifting heavy things for a long time there is no reason to stop. The days of pampering yourself when pregnant are over. If you ride horses, you can continue to ride, if you run, you can continue to run. All of these activities are fine if you are used to them. (As long as they are comfortable to do so) A doctor may tell you to stop IF there is a reason to be concerned. Otherwise you are fine.
That generally applies much later in pregnancy, last trimester, if you are used to certain activity, no need to stop, you can learn how to bend and left from the knees instead of using your back to stay safe throughout.