My fiance and i have been trying to get pregnant and in the mean time i am on a diet if i have already conceived can these harm the baby?

YES, if you are on a self-starvation diet or are on something that restricts your body's hunger calls it is harmful already. Even as a tiny growing fetus your baby still feeds off of you and depends on you. AVOID diet pills, for one they are not only extremely harmful to you and can tear up your inner organs but are placing chemicals into your growing baby's body. Compare it to taking street drugs while pregnant. Pretty much the same effect.