Soy milk isn't bad during pregnancy. Remember the phyto-estrogens in soy aren't exactly the same as the estrogens we make, therefore our bodies are more likely to reject phyto-estrogens. Also those websites are going by out-of-date antedoctal data.
Soy milk is also a good source of protein, and contains no cholestrol, very low in saturated fats, and high in poly and mono unsaturated fats. The calcium they use to enrich soy milk is very easily absorbed by our bodies.
The calcium they use in calcium supplements isn't absorbed very well into our bodies, and a lot of is expelled in our bodily waste products.
I would just stick to soy milk as a source of calcium if you cannot digest dairy very well. Also another excellent source of calcium is broccoli