I have had carpal tunnel since Sept 2001(not due to pregnancy) and have done a LOT to try to help it... (althought I still have issues, I have had progress). First off, do you have pain in your pinky/ring finger and that side of your arm too? I'm not sure if this happens in pregnancy, but if so, thats your ulnar nerve in your elbow (where you'd smack your funny bone) and working with *both* improving the carpal tunnel and the ulnar nerve (I believe there is a 'tunnel' there as well) has done a world of good for me (no doctors will agree I have a problem with that nerve but I do)... but for now I'll assume its *just* carpal tunnel and if you reply and say yes its those fingers/side of hands too I have a couple more recommendations...
First, the splints really do help at night. And having ones custom made for you by a therapist fit 10 times better than a store bought ones. When you sleep (well when I sleep) you tend to curl your hands, pincing the nerve in your wrist and making numbness happen.
Paraffin also helps a lot, but it is only temporary (but gives for me, a lot of relief). I also did contrast baths, one cold, one hot, you put one hand in the cold for 20 seconds, then hot, back and forth... helped me out, although I don't know exactly the reasoning behind it.
Try to limit repeative motions (as I type you a book), like only type for 10 minutes at a time, take a break cooking or folding laundry, even if its only 30 seconds to a minute to let your hands straighten out and relax. This has helped me tremedously. I used to be in so much pain (when I was typing 8-10 hours a day) I simply could NOT use my hands. Now I can't go back to work, and can't do things as quickly, but at least the pain isn't all encompasing (at least not all the time)...
Heat helped me out the best. Wet heat. Even taking a hot bath was wonderful (although since you're pregnant, just soaking them in hot water might be more helpful).
If you're insurance will cover it, a physical therapist can help out so much! They do massages, the paraffin, help you learn some light exercises to do and help out with others things you can do at home to decrease the symptoms.
Hope this helps, and I hope you don't have it as badly as your first! And like I said, if you have the symptoms that are related to the ulnar nerve, I have a few more suggestions I could offer. Just let me know