I'm the opposite, I need to put on some more body fat to be in optimal range for a healthy pregnancy- apparently between 20-22% is the 'ideal' I'm a bit below at 18.4%.
I've heard (and read on Ohbaby!) that lots of ladies do successfully conceive once they have lost some body fat. It's an ideal excuse to lose weight and look good while pregnant, and the exercise helps prepare your body for the big haul ahead! (As long as you keep it up throughout pregnancy!)
I think theres a fitness page somewhere on this site - maybe under the 'planning' link at the top!