Is an ultrasound dangerous for the baby?

Yes, especially when used unnecessarily. A routine ultrasound usually occur at 3 stages during pregnancy:

1 - Between 7 - 20 weeks of pregnancy, called a Booking scan. This gives an accurate date for due date

2 - 2nd trimester, called Anomaly scan. Mainly to detect gross anomalies, and can further be repeated for a detailed scan if needed. As well as to measure growth. High risk mothers (mothers who have underlying illness - DM, hypertension, etc.) would benefit greatly

3 - 3rd trimester, mainly to assess the growth of the fetus, liquor, determine placenta

It should only be used when necessary. All ultrasound emits soundwave through the skin and muscle, and some may enter the fetus. The energy transmitted can be controlled, however there are some test like Doppler ultrasound that needs even higher emission to view properly. For example, Doppler ultrasound is usually used when a doctor detects the baby is growing not according to plan, and also an important decision marker for early delivery to save the fetus.

Even if the "radiation" doesn't accumulate (like an x-ray does), there are some studies who doubt the benefit of ultrasound for unnecessary purposes. Now with new technologies like 3D imagings used for $$$, even more research is being done to assess the effect of ultrasound to these unborn babies so that technologies are not being abused.