Its been three years from your question since it was posted, but I will answer for the sake of those who feel the same currently, actually if you feel pregnant and you still have your iud on, you should get it removed, but first get checked if you really are pregnant since it is harmful for the fetus if you still have your iud on,
I have read this from http://www.rotlaw.com/mirena-iud/ the article seem reliable.