It's generally safe to jog pretty much throughout your pregnancy. It gets harder as you get further along and are carrying more weight, but there's no danger to the fetus. As pregnancy progresses, even the expert runner generally needs to modify her routine.
It's not okay to jog, however, if you have placenta previa, where the placenta covers the cervix, because too much jolting can make you bleed. It's also unsafe if you have pregnancy-induced hypertension or preterm labor or are at high risk for a preterm delivery.