Interviewing for a job at 9 MONTHS PREGNANT!!?

I have been job searching for awhile and found the perfect job for me. I am, however, 9 months pregnant. I only plan on taking 4 weeks for maternity leave (this is my second child, so I know what I'm doing). I had a call to interview and I told them the situation. They seemed very supportive. The job is with a state agency that helps people get employment, ect. I know that by law they cannot discriminate, but I'm still a bit nervous. Do you think it was unwise for me to interview for a job at this point?