Veins carry blood from your extremities back to your heart, which means they're basically working against gravity. This ain't easy, especially in a pregnant lady. And, thanks to your expanding uterus, increasing blood volume and changing hormones, your veins are even more pressure than usual right now. And, in the spots under the most pressure (usually your legs, rectum and vulva) blood can accumulate, which results in swollen — varicose — veins. Though they're mostly harmless and tend to disappear after delivery, they certainly aren't fun.
To prevent varicose veins — or at least keep them under control — try to prevent excess pressure from building up, especially in your legs. To improve circulation, prop your legs up whenever possible, exercise, avoid tight clothes and shoes, get lots of vitamin C, and try not to gain more weight than your doctor recommends. Support hose can also help, as can sleeping on your left side (so your uterus doesn’t press on the vena cava, a major vein on your right side).