Yes, you are right, if I remember correctly her udders shouldn't be filling until her last month. Is she in her last month?! We had a mare come to our barn that these people had just bought, and about 8 or 9 months later they noticed her barrel was pretty large. We just figured with the weather being bad she had just gained weight. Turns out she was in her 11th month! Her previous owner had tried to breed her but didn't think it took. You could actually see her flanks moving when the foal moved. If you lift her tail the vulva should be droopy-er (is that a word?), and her udders started to get bigger about a month before she foaled. I think around a week or so before she foals she'll get this waxy covering over her teats. Don't squeeze them to see if they're full! The first thing that comes out of their udders is colostrum which is crucial for the foal's health and you don't want to 'waste' any of it. I would recommend a pregnancy test. If you try and palpate (stick your hand in there) too close to the end of the pregnancy they can abort the baby.