Not sure what to do?

I think you have the right idea.  You have to fix the reasons he left before he can come home.  He's broken your safety net, and a little bit of your trust.  For him to potentially walk out on you while your pregnant presents a huge trust issue for you.  And you want to make sure you don't end up resenting him for it in the future.  Take it slow, and if he's willing, go to some marriage counseling to fix whatever caused him to walk in the first place.  It is, however, worth fixing.  It could make your marriage stronger if you can get through it together.  Good Luck

Thanks for all your comments i am going to try to work things out but he can't come home until we work out some of our issues.  I have two kids and one on the way and it would be to hard for him to come home and then leave.  So i want to make sure he is coming home for good.

I am in complete agreement with mypcikersibroken. My husband left me and my 2 girls in May also and he is back home again. Every situation is going to be different, but let me tell you. Do not be angry! Anger only breeds bad things... Let him no how you are feeling and show him how you are feeling. I told my husband once I week I loved him and wanted him to come home and be with his family. I knew he loved me and that he was confused, angry and most of all was not and had not been feeling love from me for a long time. That is another long story in its self. It wasn't till I showed him I wanted him home that he started to relax and be the husband he use to be. I would rarely show angry towards him during the 2 months he was gone. I stayed focus on saving my marriage. I only took advice from my Pastor and acted only on his advice. I listened alot to very few people and made sure I did not act on angry.

I hope this helps. Take  time to figure out why he left and what you and he can do together to prevent it next time.

It depends if you have children or not. If you have children look into counseling. If you don't and it's a short term marriage with no assets or children count your blessings and move on. Marriage doesn't get easier. If you have children you need to go to court and file for custody as soon as you separate (at least in NY). I've been advised by all of my divorced friends don't make a decision when you're confused. Make the divorce decision after 6 months to a year when you're not confused. Legal issues, though, it's simple- if there are kids you need to go to court. If you don't have kids, just watch your money. Any debt he incurs while you are married is yours too without a separation agreement in place.

I know what your going through.  My husband has left me several times and within a few days, weeks or months he always wanted me back. I know you must be angry and hurt for doing that because I sure was.  
I really don't know how long you too have been married or how your relationship was like before he left but if this is the first real "bump" then I would consider giving him another chance.  Maybe he was wondering if being on his own would be better and after trying it out realized it is not what he wanted.  You guys could maybe go to counseling or go on a few dates before he actually moves back.  If you can salvage your marriage...try.  I know it really hurt when he left but maybe the separation is just what you or he needed.  Good luck and keep us posted!