Your doctor needs to be updated...It's definitely proven to be useful to pregnant women (and their babies) especially in the third trimester, and especially if you plan on breast feeding your baby.
There's also a whole book on omega 3, I can't remember the name though... And there's a difference in taking different sources of "omega 3s" that affects their efficiency....Also there are different types... There's ALA, EPA and DHA...and that affects how easily they get converted to DHA..
How omega 3 helps pregnant women and their babies.
http://www.dhaomega3.org/Life-Stages/Pregnancy
How AHA gets converted to DHA and conversion efficiency.