Health Forums Online.

Swelling during Pregnancy
You may notice, especially as you near the end of pregnancy, that if you take your shoes off and leave them off for a while, you may not be able to put them back on. This problem is related to swelling.
You may also notice that wearing nylon stockings that are tight at the knee (or tight socks) leaves an indentation in your legs. It may look like you still have clothing on.

Your body produces as much as 50% more blood and body fluids during pregnancy to meet baby's needs. Some of this extra fluid leaks into your body tissues. When your enlarging uterus pushes on pelvic veins, blood flow in the lower part of your body is partially blocked. This pushes fluid into your legs and feet, causing swelling.

The way you sit can also affect circulation of these body fluids.
Crossing your legs, either at the knee or at the ankle, restricts blood flow to your legs. To improve circulation, don't cross your legs.

Sleeping Positions
We've already described the importance of resting on a regular basis and lying on your side when you sleep. Now is when it will payoff. You may notice you begin to retain water if you don't lie on your side when sleeping or resting. Lying on your side could help you feel better quickly.
Visiting Your Healthcare Provider

It's important to keep appointments with your caregiver. It may seem to you that not much happens at these visits, especially when everything is normal and going well. But the information your healthcare provider collects tells him or her lot about your condition and your baby's.

Your caregiver is watching for signs that tell him or her you might have a problem, such as changes in your blood pressure, changes in your weight or the inadequate growth of the baby. If these problems are not discovered early, they may have serious consequences for you and your baby.

It has been noticed that during pregnancy there is a great chance of sweeling on your feets. And in some cases few womens also have swelling in hands also.

I see you are having the same problem as I and I am doing all the "right" things as well.

SO, I talked to two doctors about it:

The swelling, called Edema, is caused by a lack of circulation due to the extra pressure and weight on the feet, as well as the hot weather.