So, can I have my hair colored while pregnant?

Yes you can. There would be no harm to the baby.
Although, it may not come out the color you had hoped. I tried to have highlights done when I was pregnant - when I was done - I still had no highlights? Who knows why...

Actually I herd not to dye your hair while pregnant. You wouldn't want to breath in those fumes from the dye. Is the same as not painting walls or anything.
Really when you think about it, the air you breath, your baby is breathing too, and when you are dying your hair those fumes you are breathing in are very toxic. I wouldn't chance it, but that's my opinion.