Hi Louise
I would officially put it in writing to your boss, along the lines of ' I Louise ****** am expecting a baby on the ********, I will need to attend required appointments as and when necessary'.
Once your boss has this information in writing he/she is skating on very thin ice if they do sack you for any reason as it is a form of discrimination (great pay out!!!!)
Please also dont let him/her get you down, this is the last thing you need this early on in the pregnancy,
Hope this helps, good luck