Gymboree at the Galleria http://www.gymboreeclasses.com/b2c/customer/findLocation.jsp?zip=15243
The Little Gym in McMurray www.thelittlegym.com/
Kindermusik (Kathy's Music)-Mt Lebanon & Mcmurray http://www.kathysmusic.com/index.htm
Places to play:
E2toys - Mt Lebanon http://www.toys2try.com/
Gymsport in Bridgeville http://www.gymsportgems.com/index.shtml
The See Saw Center in Castle Shannon http://seesawcenter.org/
Also there is a great family group called Burgh Families & Friends on Meetup.com which is great way to meet people with kids. You might also look for Moms groups in your area. Moms club of Mt Lebanon, MOPS, etc..