Here is the law in MS:
The age of consent in Mississippi is 16.
§ 97-3-65. Statutory rape; enhanced penalty for forcible sexual intercourse or statutory rape by administering certain substances.
(1)The crime of statutory rape is committed when:
(a) Any person seventeen (17) years of age or older has sexual intercourse with a child who:
(i) Is at least fourteen (14) but under sixteen (16) years of age;
(ii) Is thirty-six (36) or more months younger than the person; and
(iii) Is not the person's spouse
§ 97-3-95. Sexual battery.
(1) A person is guilty of sexual battery if he or she engages in sexual penetration with:...(c) A child at least fourteen (14) but under sixteen (16) years of age, if the person is thirty-six (36) or more months older than the child...
It is never illegal to "be pregnant." I assume you are asking if your boyfriend could be in trouble for having a sexual relationship with you. He should speak to an experienced local criminal defense or family law attorney. You should be able to obtain prenatal care without identifying the child's father. Speak to your family doctor or your local planned parenthood about care.