You need to be in act 2 and you need to have the girl at 4 hearts to get her pregnant. Also not every girl can get pregnant. The Nursery at the farm as a list of every girl that currently can. The Nursery is not needed to get a Girl Pregnant but you are forced to send the kid to artifact if you don't have it build by the time the kid is born.
Now, I'm not sure wether I was just incredibly lucky so far or if this is a game mechanic but for me Every single 4 heart event endet in Pregnancy without fail.