One thing I found helpful to remember when I pregnant the first time is that my OB was not the end to be all when it comes to my overall health care. If I had a sinus infection or heart palpatations, I needed to see a different doc. Just in the same way that I don't have my dermatologist handle my pregnancy, I don't let my OB treat my skin rash.
I DO let my OB refer me out, though, since I can frequently get an appointment quicker if his office calls than if I call myself.
And of course, the OB and the specialist (or your GP) need to work together to ensure the baby's safety and that no treatments are detrimental to you as a pregnant woman.