Awww... congratulations!!
My BF and I have been living together for, like... a year and a half now, and we kind of went through the same thing. When I found I was pregnant, I was kiiind of nervous about telling my family, but there was no way in hell that I wanted to tell his family! Heh! My family was all really supportive and nice about it... they never bring up the fact that we're not married, except for my nana... and she just occasionally asks WHEN we're getting married, but really nicely.
His family was really upset, though. o.o ... They all cried, and lectured him, and in fact... STILL lecture him (well, his dad does... the rest of his family has accepted it pretty well by now). It was really difficult to tell them, although a bit easier simply because... they live in Idaho and we live in New York! Heh. So it all had to be over the phone... which can be a great way to avoid things, etc.
Anyway, I guess I just rambled at you....
... it was hard, but it's turned out okay! His family IS nice about it now, and my family has been great. We're still not married, actually... the time just isn't right for us. We do plan on getting married, but we have a lot of things we need to work out first. His family is not happy about that, but... you know, they're just going to have to deal with it. We feel that this is the best decision for us right now.
Good luck with telling your family. I hope they'll surprise you with support and acceptance. Either way, though... they will at least come around. When do you plan on telling them?