My mom was staying with me for a week recently and was amazed at all of the restrictions there are about pregnancy now compared to when she had my sister 42 years ago and me 34 years ago. She said that she now knows how we all turned out so weird... it must have been those scalding hot baths she used to take, even when she was pregnant! ha!
Anything that raises your core temperature, including hot baths, showers, saunas, being outside in the summer heat, etc. should be avoided since it can hurt the fetus/baby. I believe the magic number is 100 degrees F for 10-15 minutes. But at anytime that you feel flushed you should get out of the heat.
That being said, I now feel the need to go pour some bubble bath in my garden tub and take a nice WARM soak.