The Humane Society has tips for helping your pets adjust to a new baby.

I especially liked these hints:

"-Accustom your pet to baby-related noises months before the baby is expected. For example, play recordings of a baby crying, turn on the mechanical infant swing, and use the rocking chair. Make these positive experiences for your pet by offering a treat or playtime.

-To discourage your pet from jumping on the baby's crib and changing table, apply double-stick tape to the furniture."  

Our cat did not take kindly to the arrival of our son.  She just hid for several weeks.  I wish we had done more to prepare her.