Are fish oil supplements safe during pregnancy?

I asked for a prescription of prenatal vitamins with DHA from my OB and they gave me a combo pack of prenatal vitamins with separate fish oil pills. The oil is derived from tuna. I'm worried about the pollutants and possible mercury levels and how they can affect the baby, but I'm also thinking they wouldn't give you something that potentially hurt the baby.How safe are fish oil pills during pregnancy? Do the risks outweigh the benefits?