True; tinned tuna has high levels of mercury (not fresh though) and pregnant women are advised not to eat it. Actually, we shouldn't be eating red tuna anymore as tuna is becoming scarce.
Fresh tuna has just as much mercury in it as tinned tuna. However the guidelines for pregnant women are no more than four medium cans or two fresh tuna steaks per week. http://www.food.gov.uk/multimedia/faq/mercuryf ish/