Kaarma, first off its really good that you did stop taking it, however, it would have been best to wean yourself off, since you may experience withdrawels.
I just recieved an article from my Psychology professor today (Human Growth and Development) in reference to Paxil and pregnancy, its one of the dangerous SSRI's for pregnancy. Since you stopped early, things may be just fine. However, you really should talk to your doctor about prescribing a safer one. You don't want to end up in a depressive state while pregnant, that stress in itself can affect the baby, even while in the womb.
In September of 2006, the makers of the anti-depressant Paxil (GlaxoSmithKline) issued a warning to doctors about the use of Paxil in pregnant women; it poses the threat of congenital heart defects .
I would definatley talk with your doctor at this point about an alternative, and please try not to worry, you stopped using it as soon as you found out you were pregnant.
Hope that helps some