Same problem here - with my first pg, I gained 7 pounds almost immediately, and then lost it immediately after the m/c. I got pg again on my first cycle after the m/c, and I was up 7 pounds again, only I didn't lose it after this second loss. Grrrrr. My hormones are a disaster right now, so I'm hoping things even out after my AF returns. And I'm joining Weight Watchers right after new years so I can get my sorry butt back into shape before TTC again.
Mine is all in my belly/butt/thighs too. Yuck.