Hi L.,
If it were me, I would give your three year old a routine for leaving the park, a *positive* to look forward to, and give yourself a lot of patience. Three year olds are vacillating between being very willfull toddlers and being more clever, capable children, which makes this age all the more frustrating for parents!
In our home, we have a routine for transitions. Instead of giving time warnings, we sing ABCs. "I see we need to check your diaper. You can play with your cars for two ABC's and then we're going to the changing table." These are less abstract than "two minutes" because my son (who's three) can hear the song as it's being sung. At the park I ask him to find "two very last things to do while I sing two ABCs" and then we begin to sing a Good-Bye song to the things we are liking at the park. I might look like an idiot to other parents, but I really don't care, and our transitions usually go smoothly. You can also give her a choice about *how* to leave the park...does she want to ride out in the stroller or walk, or hop, or pretend she's a bird and fly out? Entering into their play world and giving them a "how" choice can be a way to diffuse the tension and give a child a chance to save face as they go about doing something they'd prefer not to do.
You could also try telling her that you are leaving earlier than you need to and then wait until her feet touch the ground before grabbing her up. Distraction is still a very useful tool at three, and if you have something fun waiting in the car (a new book on disc from the library, a treat especially for after the park, even if it's just a little box of raisins--kids love packaging) this could help smooth the transition. Or not. Some kids just really love the park.
Maybe she would like to take pictures of the park as you are leaving, so it becomes an activity. That way she could 'take the park' with her--you could make it into a Park Book that she can use on other times when she's having a hard time saying goodbye.
Last, and this may not be universally liked, you could consider just not going to parks with playgrounds while you are pregnant. There's nothing wrong with scaling back and taking a ball to the play field of a middle school or avoiding the play structure area in favor of a ballpark or soccer field. Sometimes my little guy really does a lot better with big, open spaces than with play structures, and hey, you are doing a lot of work growing a baby. Maybe the park can become her special thing with her other parent for a while? Overall, though, I'd say having a predictable routine is the best first step. Good luck!