Cool! Can't wait to see pics! This should be a good experience for you.

I imagine the exersise is good -- they always say that people should exersise lots when they are pregnant because it makes delivering easier and less painful. The gestation period is about 3 weeks...and she should be fed a high protien/fat diet rich in vitamins. Seeds and dog food are good to add to the food.

I found some interesting sites:
Low-carb for pregnant mice
Why a mouse might eat her young
Breeding Mice (scroll down)
Sexing the babies
Caring for a pregnant mouse
True story

Hope those helped.