Behind the Palace Walls — Lynn Raye Harris

Alone and scared on the dark streets of Moscow, staid, bespectacled Paige Barnes has no choice but to comply with the handsome stranger's command....

Little does Paige know she's been rescued by Alexei Voronov -- a Russian prince and her boss's deadliest rival. Now he has Paige unexpectedly in his sights, Alexei is prepared to play emotional Russian roulette to keep her close and discover her true motives. But in his splendid gilded palace his game of chance spins out of control and passion takes over....

It's only when she's back home that Paige realizes she's pregnant with the prince's baby....