To prevent passing disease between new fish and existing fish, quarantine the new fish for a week in a separate tank. In that week, feed the fish sparingly and keep an eye on them for signs of illness. If any fish die, remove them quickly so that the other fish cannot eat them. Fish eating sick dead fish is one of the fastest ways for disease to spread.
Some ppl medicate their new fish in the quarantine tank but I wouldn't recommend medicating tanks ever because (no matter what the manufacturers claim) medications do affect the filter bacteria. This in turn will reduce the effectiveness of the filter which can cause your fish to become ill - even if they weren't ill when they first arrived!!!.

The best ways to prevent the adult guppies from eating the fry is to make sure the adult guppies are adequately fed and to have plants in the tank which the fry can hide in.

Some ppl take pregnant females out to a separate tank before they give birth or put them in breeding traps. Personally, I don't think it is necessary or recommended. Not necessary because if there are plants in the tank, the newborn fry will use the plants to hide from predators. Not recommended because catching the pregnant female to place in a separate tank or breeding trap places the female under unnecessary stress. Also, breeding traps don't provide any hiding spaces and pregnant females usually hide amongst plants when they release their fry.

Dar - I suspect your pregnant female fish is both stressed and lonely. Are there any plants in the main fish tank? Suggest you return the fish to the tank and let nature take its course.

Hope this info helps.