Well firstly congratulations on your new job!
Secondly, WEES. I understand why you feel a bit guilty but they obviously thought you were too good to let go. When do you start properly? Can you wait until you've signed your contract before telling them?
Also, you might still be entitled to their company maternity leave/SMP, I think provided you have worked for your employer for 26 weeks by the 15th week before the baby is due you get it, my maths isn't good at the moment - but you might just about cut it?