Very sorry to hear about your refusal. It's always upsetting no matter what the reasons.
You correctly understood the immigration rules in that those in receipt of DLA are exempt from the Financial Requirement relating to minimum Income Threshold.
However, somewhere along the way it seems you did not understand that instead of Financial Requirements you need to meet the exemption immigration rules under FM1.7a - Maintenance.
These rules state that there must be 'adequately maintenance'
In simple terms you must provide evidence that after housing costs have been deducted, there must be available to the family the level of gross income that would be available to them if the family was in receipt of income support.
For 2012-2013 tax year this amount is £111.45 per week for a couple with no children.
When the application was made this minimum income of £111.45 per week (£482.95 per month) was not reached.
The caseworkers and ECO's do not have any discretion at all on this. The only was for the application to fail and be refused.
Personally I can see no chance that any appeal would be successful.
Appeals usually take quite a long time to be worked. Usually expect 6 months.
I believe you would benefit from a short free consulation with an experienced immigration advisor.
Your circumstances are not stable since you are already pregnant. After the birth of your baby the needed level of 'adequate maintenance' will increase by £64.99 per week from £111.45 per week to £176.44 per week (£764.57 per month)
It looks like your best option would be to re-apply asap with your latest income figures since they do meet existing requirements. (if you can provide sufficient evidence)
Be aware there are still some risks involved especially looking into the future and that you will be expected to reach any new income levels for the next visa FLR(M) in 30 months time.
Please review the information and consider a brief update from an experienced advisor on your own personal options.
Strictly speaking although you only need to prove receipt of DLA, you would need to provide additional details of your new job which essentially means several months (maybe 3 - 6 months) of payslips and associated bank statements plus a letter from the employer (confirming the person’s employment and annual salary)
I can't give you precise info just now on just how many months but an experienced advisor will likely know.
If there's any doubt it must be 6 months.
Hope this will help you a little