I'm actually a dentist and did a presentation about dentistry and pregnancy recently. It is  recommended to continue seeing the dentist while pregnant. We won't take any radiographs (xrays) unless it is an emergency such as an abscess. The amount of radiation is minimal and the risk of harm to the fetus is less than the harm caused by an undiagnosed abscess or infection. The best time to have any fillings done is during the 2nd trimester. The reason is that the baby's organs have formed and you can still lay on your back for an extended period of time (which you cannot in your 3rd trimester). The anesthetic, or novocaine, that is used during fillings is usually a class II drug and shouldn't harm the baby. It is important to continue with your cleanings while pregnant. I would see your dentist now and make a game plan to treat you during your pregnancy. Your dentist will now how to treat you. Check out more info here: http://www.ada.org/public/topics/pregnancy_faq.asp

I had a filling done in my 2nd trimester the dentist said that the anesthetic wouldn't be harmful but I hate needles so I told him to do it without it.

 I would wait til the 2nd trimester.  You don't want to do anything with x-rays during the 1st trimester.  I had a root canal in my 37th week with my daughter and some work done in my 2nd trimester with my son.  Definitely tell them you are 6 wks if you go.  There are some things they won't do because of that.