Unless you are getting the flu mist- which is not recommended for pregnant women because it contains a small amount of weakened flu virus, then it is impossible to get the flu from the flu shot. The virus is inactive (dead), so you can not get the flu from it. You can however have an immune response to the vaccine, which can feel like flu symptoms, but to a much lesser degree than the actual flu. Those symptoms don't usually last long. It's a good thing to have an immune response, it means the vaccine is doing it's job and your body is building immunities against the virus.
Exactly right. It's impossible to get the flu from the inactivated flu vaccine. Some people do claim to get flu-like symptoms but i've never experienced these. With this year's vaccine I did have a little soreness at the injection site for about 2 days though. Hope this helps!