I'm pregnant and there's gelatin in my DHA supplement, is this a problem?

I started taking a DHA supplement because I read that it can help improve a baby's intelligence. I bought the pills from GNC because the Expecta DHA brand is TOO expensive. However, upon reading the ingredients, I noticed that there is gelatin in the pills. I can't find anything on the internet about the side effects of consuming gelatin while pregnant. Does anyone know if gelatin in pregnancy is dangerous or has some negative side effects. If so, I'd also like a source, so I could learn more about it myself.