It's extremely rare that this can happen, although there are reports that it's happened in the very early stages of a pregnancy. Generally speaking though it's not possible as once you're pregnant your body doesn't release any more eggs until after you've given birth and you start ovulating again.
Condoms aren't just for trying to stop you getting pregnant, they're there to help protect you from getting a sexually transmitted infection.
You should always use a condom to protect yourself against STIs. Pregnancy offers no protection against sexually transmitted infections leaving pregnant women vulnerable to the same STIs as women who aren't pregnant.
Sexually transmitted infections can cause devastating consequences to women who aren't pregnant but the consequences of STIs can be even more dangerous for pregnant women.
The fact is that STIs contracted during pregnancy can be life threatening. It's important to be aware of the potential consequences of STIs so you can protect yourself and your children against infection.