Corticosteroids in these creams at high doses have produced birth defects in laboratory animals. Applied topically to the skin it probably isn't as much of a risk, but you still absorb some of it.
Eczema is really a broad term, which bascially means, "were not sure what it is or what its cause is." Steroid creams really just cover up the symptoms and make you more comfortable.
The suggestions so far sound good. People's reaction's to eczema treatment is highly individual, so keep trying them until you find one that works well. However, I would avoid the steroid creams during pregnancy if you possibly can.
Karen Mommy of McKenna 2003 & Alysson 2004 Expecting an early Christmas Present