From what I can Google, a polycystic ovary can make it hard to get pregnant. It can cause you to ovulate less frequently, or to fail to ovulate at all. Advice I'm finding says to chart your periods so that you can estimate your ovulation cycle. Using ovulation tests can help, too, for you to know when to try to get pregnant.
If you're asking how you could be pregnant with a polystic ovary, you must have had sex close to a time you ovulated.
at 6:54 AM on Aug. 21, 2013