In all honesty, I haven't heard this and it wasn't recommended to me by my doctor. I sat in a tub while in early labor to help and women do water births. :>) I think baths are not considered a problem. good luck
You should keep taking baths to help you relax unless your Dr recommends not to. Even after my water broke my midwife told me to take a bath to relax. Some people say after your water breaks not to because you are more likely to introduce infection, but others say its still fine.