Oh, I completely understand. My mother is constantly telling me that I do too much, I should take it easy, etc.... Sheesh, I'm only 13 weeks! Plus, since I had a miscarriage before, she implies constantly that it was my fault somehow, and that I should "be more careful this time around." I want to scream (ok, I actually do sometimes!).
I finally got fed up with her one day and made a special visit to her house, without my 20-month-old, and asked her what she was doing at my age (36?). She remembered that she had a 6 and 4 year old, a 14 year old, and several foster kids in the house. In addition, she was working part time as a waitress. Also, her dad was living with us (more housework, cooking etc.) and her husband was working 2nd shift, so she said that she felt like she was cooking all the time to meet all the different schedules. I said, "well, how is me taking care of 1 child and doing lots of volunteer activities and helping you out (she's disabled) any worse?" She didn't reply. I've tried to explain to her dozens of times that there was nothing I could've done to prevent the miscarriage except start having kids sooner.
People are well-intentioned, but sometimes it's just annoying. I would just record a message on your answering machine that says "Nope, haven't had the baby yet. Yes, I'm feeling fine. Thanks for your concern. We'll be sure to call as soon as we've had the baby." And then don't answer the phone.