My kids have all just had chicken pox. My gp told me that if you have had chicken pox before then you pass the immunity to the baby. So I asked why do you always hear that pregnant women should keep away from people with chicken pox and she said that's just the general advice as some pregnant women might not have had chicken pox and might not be immune so it would be bad for their unborn babies to catch it. My best friend is an infection control nurse in a hospital and when I said about being worried about being around 3 kids with chicken pox all day every day she told me the baby would be absolutely fine :)
If you're worried, I would definitely ask them to double check you are immune like Mrs_P said. There's no harm in being cautious.