I have been in this situation (minus the pregnancy) and remember the uneasy feeling of not wanting to pass on anything I had been told in confidence, and the potential effects on my relationship and the lovely partner of the cheater (for the sake of this im going to call her Claire)
In the end, I told my dh and we agreed that I would tell Claire that I didnt feel comfortable keeping the secret and was going to tell my dh. As my dh and hers were such good friends, it was very likely my dh would tell hers so she had until the following evening to tell her dh.
Claire confessed to her dh, and as expected, he came straight to our house. I had already told my dh so he was prepared and he provided his friend with a lot of support. Claire never told her dh that I knew. THe only repurcussion for me was one awful conversation where she she told me her dh was heartbroken and it was my fault. I explained that I dont care what she thinks, I did what I needed to to ease my conscience and I dont feel bad for it. My DH told her she needed to accept all the consequences of her actions and stop bitching to me about it. She was so shocked that my DH knew she didnt say anything else.
As it is, they are trying to work things out. Its still hard for them I think. Dh still sees his friend but the couples get-togethers have eased off. Her DH thinks its because my DH doesnt like her now, knowing what she did. The truth of it is that I dont want to be around her because she's just not very nice.
I know people say to stay out of it but honestly, everyone in your situation are so close together its bound to come out, and you'll look and feel terrible for saying nothing. Either tell her you're going to tell your DH and give her a chance to confess, or tell your DH and let him help you decide what to do. Dont keep the secret though, it makes you complicit.