You are correct--many states operate under an employment-at-will structure. In that sense, the company can fire you for the long distance call. Whether it was pregnancy discrimination in part may depend upon whether others who made long distance calls were simply given a written warning, or were fired. If you have such evidence of others (non-pregnant employees) being treated more favorably, then you ought to speak with an attorney about your options.
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To add to Mr. Cohen's comment, you may also contact the local EEOC office if you believe your termination was related to your pregnancy.