Warfarin and pregnancy usually do not mix well. There are some problems with birth defects. Weeks 6 to 12 seem to be the worst. Unfortunately with many women this is the time that they discover that they are pregnant.
The Italians have reported that women who take less than 5 mg of warfarin daily have a much higher chance of having a healthy baby than do those who take more. This is about the only thing that I know of involving warfarin where the dose is more important than the INR.
The trouble with injecting yourself with heparin during pregnancy is that nobody knows what dose is sufficient. The National Library of Medicine's Pub Med posted an article today about a woman who was using heparin and clotted off her valve and had to have emergency valve replacement surgery during the pregnancy. The baby was later born without problems and the mother recovered well.
What it boils down to is that each woman who becomes pregnant while taking warfarin is running an experiment on herself. Almost every time it happens, the outcome is reported in a medical journal. Usually it is like the report above - here is what happened and we would try to avoid this in the future. But nobody knows for sure what works.
The question, as posed, did not say that the woman had a heart valve, and the question was being asked by someone else. I supposed that she might have a possibility of having the warfarin stopped after a year or so.