What stage of pregnancy is she?
There are a number of metabolic diseases that can cause them to be a bit wobbly, or she could be starting to lamb if she's due.
CCN is a big one, which is cerebro-cortical necrosis, where a lack of vitamin B1 causes the brain to be starved of sugars, and goes a bit wobbly - typically characterised by stargazing behaviour, blindness, circling and wobbliness. Vitamin B1 injections can be obtained from your vet quite cheaply, and can help all but the most severe cases, although sometimes you need several injections.
If close to lambing, things like ketosis, or twin lamb disease, where the body in general doesn't have enough energy can cause them to be wobbly and confused. Twin lamb drench provides vitamins and energy, and can be obtained from your vet, or often your feed store/agricultural merchant.
If she doesn't improve, or goes downhill, one of these treatments, or a call to your vet may be necessary
Hope that helps