How concerned should I be?

Diarrheas usually lasts one to two days and then goes away on its own without any special treatment.
Changes in bowel movements (both loose and hard stools) can be part of a normal pregnancy, and the major concern with diarrhea is dehydration -- losing too much fluid.
Because diarrhea can be caused by certain illnesses like an infection, you should call your doctor if you are concerned.