It's unknown when Piper get's pregnant with Wyatt but it has to be after Womb Raider and before Witch Way Now. She gets pregnant with Chris in The Courtship of Wyatt's Father after she & Leo get trapped in the astral plane due to a dark lighter.
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Wyatt: Witch Way Now - The Angel of Destiny says nothing would've have changed Piper and Leo's future together. Phoebe and the Paige realize he means Piper getting pregnant, and this is the first time we hear of it. A Witch's Tail is when it's more obvious.
Chris: The Courtship of Wyatt's Father - Piper and Leo are stuck in an astral plane, and Chris begins to fade because he hasn't been conceived. It's not exactly certain, but Chris stops fading and regains colour and his body parts that faded, obviously because he was conceived.