Often, pregnancy in a dream doesn't have to do with a real pregnancy, so unless you have reason to believe that you or someone close to you might get pregnant, I don't think you need to worry.
Pregnancy in a dream often has to do with starting something new in life or beginning a new phase in life, which relates to your being a pre-op transexual.
I've read rumors (silly gossip) about Megan Fox being transexual, so if you have heard or read these rumors somewhere (even if you don't remember it or if you don't believe it), that could explain why Megan Fox appeared in your dream. Your being in love and having sex in your dream is a way of saying that the two of you have something important in common.