My cat is pregnant by my other cat but he is still trying to have sex with her is that OK?

It's natural. If she wants him to leave her alone, she'll let him know.

Keep in mind, you'll HAVE to keep them separated after she gives birth. Cats go into a kitten heat anywhere from 1 day to a couple months after giving birth. If she gets pregnant while she's nursing, her milk will dry up and she'll reject (or even kill) the kittens in favor of getting ready to raise the new litter.

Your ONLY option is to get him fixed before they're born, or keep them separated until she can get fixed (which won't be until after the kittens are weaned).