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Ahem...excuse me! Can I have the attention of the class...?

Maksim Chmerkovskiy and his pregnant fiancée and Dancing With the Stars co-star Peta Murgatroyd were rather naughty while attending their first Lamaze childbirth session.

"Baby, what just happened?" he asked her, in a selfie video he posted on Instagram Saturday, which shows them walking near a building. "What did we do?"

"Our first Lamaze class," Murgatroyd said, smiling.

"We got kicked out because Peta was misbehaving and not listening to anything," Chmerkovskiy said, adding jokingly, "That's what happens. This baby's gonna be a disaster." 

A video posted by @maksimc on

He also wrote, "Lamaz class went......interesting. @petamurgatroyd was the worst student in class, but I don't blame her cause it was a million hours long and we've been shown waaaaaaaay too much stuff! My hair is indicative of the 'stuff' we've witnessed. #traumatized #NothingToHashtag."

The two are expecting their first child, a baby boy, in January, and plan to wed the following July in New York City, E! News had learned.

"It's a while away, so we've got our location, we've got our date set, and we haven't even started doing the guest list yet, but that can wait a little bit," Peta told E! in early June.

Murgatroyd has been documenting her pregnancy on Instagram. Last month, she posted her most revealing photo yet, which showed her wearing a bikini, while the outline of her and Chmerkovskiy's baby is visible through her baby bump.