Well dude, you are in a predicament, that is for sure.
However, Americans do indeed have these issues, and it's not uncommon for the family's to be uptight or against the union of two people when the lady is pregnant with another Man's seed, or even when the lady already has a kid from some other guy.
My knee jerk response is that you should do what makes you happy. If you're cool with her having a baby from another guy and you look forward to your future together then go ahead. It's a pretty heavy undertaking though, raising a kid that isn't yours.
My parents were both widows, and my mom already had my older brother from her previous marriage. My dad took him (my older brother) in as his own son then went on to have two more kids (My little brother and I). There was a lot of static though, in the early stages of their union. My older brothers' "real" grandparents threatened to get custody of him if my dad didn't convert to being a Lutheran and joining their church, etc.
But, things in the long run worked out pretty well. We're all a really tight family even though we were forged out of untraditional circumstances.
Hope that provides some insight.