The South Beach diet has some recommendations for pregnant women. One thing I would suggest is to try to limit your sweets until later in the day so your blood sugar isn't going up and down so much - that's what causes a lot of the cravings. For example, if you can have something like eggs for breakfast and whole wheat toast, cheese, (think protein and good carbs) or throw some veggies in a omelet and wait to have fruit until later in the day, that can help. If you can go without carbs for your first meal and just have something like a veggie omelet, that's even better! I find that if I can start myself out on the right foot like this, I don't have the sweets cravings as much throughout the day. In general, having lots of vegetables (beans too) can really help fill you up and keep away the cravings because it takes your body longer to digest them and doesn't spike your blood sugar.
Of course drinking a lot of milk is also good when you're pregnant and a great way to get some more protein.
They also say to eat a snack before you get hungry - a protein with a veggie is really good or a fruit and protein combination. So, celery and hummus or cream cheese, fruit with a piece of cheese, veggies with bean dip, etc. You could also have whole wheat crackers (the higher the fiber the better) with a dip or topping that has a lot of protein and not a lot of sugar.
Now, when you do have something sweet, SB diet recommends that you have something really, really, good - not some crummy candy bar you found lying around but some good quality chocolate, or homemade pie, or whatever it is that you really want. They suggest giving yourself a small serving (even just a few bites) and really savoring each bite and taking the time to enjoy it.
Just wanted to add that I agree with the person who said you may want to rule out gestational diabetes just to be on the safe side since you normally don't have cravings like this. Your doctor or a nurse can probably even just ask you the right questions over the phone to see if it's a concern.