I just went through the same thing. If you do a search for tuberculosis in the Vax forum, there are some good threads there.
The directors at the co-op preschool that I was supposed to get tested for told me that if I had a signed note from an OB (or in my case, my state-licensed CNM) saying that I wasn't going to be tested because I'm pregnant, that they would accept that. So I wrote on the bottom of the form that "[name] will not be taking the test due to current pregnancy", had my CNM sign it and as far as I know, it's all good.
Another option if they insist on testing you - there's a new blood test for TB. All you do is have a vial of blood drawn, nothing gets injected into you. It's called QuantiFERON Gold and it's approved by the FDA, CDC, etc., but it's pricier than the skin test and not available everywhere yet. My county Health Dept. just got it and plans to start with it soon, but the person I spoke with there said they might make exceptions for special cases and do it right away. I figured I'd submit my 'exemption' on the form and that should buy me enough time to pursue the blood test if needed. HTH.
PS Kristen - What state are you in?