Occasional dizziness or lightheadedness happens to many women during pregnancy, probably due to the many changes that are occuring in your body, blood volume, blood pressure and hormones. It also may be due to anemia (low iron).

If you feel a dizzy spell coming on, or begin to feel light headed, sit down immediately so that you won't fall. Lower your head between your knees, which increases the flow of blood to your brain.  If possilbe, lie down on your left side, and avoid lying on your back. A side lying position will keep your uterus from compressing your vena cava, one of the main vessels leading to your heart. Eat or drink something to raise your blood sugar level. Avoid hot baths or being in an over heated room as heat dilates your blood vessels and can lower your blood pressure even further.

I would definitely let your doctor know what happened, and if it begins to happen from time to time I would keep telling him about it so he knows what is going on.

If a dizzy spell is accompanied by a headache, changes in vision, any bleeding, or if you faint or pass out, call right away. If you cannot get hold of your doctor, go to the emergancy room.

Here is some information about how pregnancy affects your circulation:

(from http://www.babycenter.com/0_dizziness-and-fainting-during-pregnancy_228.bc)

"Is it unusual to feel lightheaded during pregnancy?

It's not uncommon to feel lightheaded or dizzy occasionally. When you're pregnant, your cardiovascular system undergoes dramatic changes: Your heart rate goes up, your heart pumps more blood per minute, and the amount of blood in your body expands by 40 to 45 percent.

During a normal pregnancy, your blood pressure gradually decreases in the beginning, reaching its lowest point in the middle of your pregnancy. It then begins to rise, returning to its regular level by the end of pregnancy.

Most of the time, your cardiovascular and nervous systems are able to adjust to all these changes, but occasionally they don't, which can leave you feeling lightheaded or a bit dizzy. If you actually faint, it could be a sign that something is wrong, and you should call your practitioner."

and some other things that may make dizziness or fainting more likely:

• " Hyperventilation Excessive exercise or anxiety can sometimes cause you to hyperventilate and feel faint. Although exercise can help your circulation, be careful not to overdo it if you're feeling tired or not well. Start out slowly. If you start to feel lightheaded or dizzy while exercising, stop and lie down.

•  Vasovagal syncope Some people get dizzy when they strain to cough, pee, or have a bowel movement. These actions can prompt a vasovagal response (that is, an effect on your circulatory system by your vagus nerve) — a decrease in blood pressure and heart rate, leading to dizziness and fainting. (The word syncope means fainting.)

Dehydration, anxiety, and pain can also trigger this type of reaction, and pregnant women are more vulnerable to it. Lightheadedness and warning signs such as a feeling of warmth, paleness, sweating, nausea, yawning, and hyperventilation often precede vasovagal syncope. Pay attention to these signs and lie down immediately to help keep yourself from fainting."  (From http://www.babycenter.com/0_dizziness-and-fainting-during-pregnancy_228.bc)