From MTV.com:

Jamie Lynn Spears, Britney's sister, is pregnant, the 16-year-old told OK! magazine. The father is her longtime boyfriend, Casey Aldridge, she said. "It was a shock for both of us, so unexpected," Jamie Lynn Spears, who is 12 weeks along in her pregnancy, told the magazine for its new issue, which hits stands this week.

[...]

Lynne Spears also commented on the news, saying, "I didn't believe it because Jamie Lynn's always been so conscientious. She's never late for her curfew. I was in shock. I mean, this is my 16-year-old baby."

Jamie Lynn, a high school junior, reportedly plans to raise the baby in Louisiana, her home state, "so it can have a normal family life."

Good luck with that one!