The baby shower isn't about YOU. It is about showering the BABY!
In today's society, etiquette is pretty much being written as we go.
Your "friend" who said it isn't right for you to have another shower is WRONG. It is acceptable to allow your OTHER friend to "shower" your new baby with attention. You, being the mom, are just a "bystander" who gets to enjoy the gifts given.
As a mom of MANY, I was very distressed when I had my first baby shower - given to me by a friend who was not in our church, and then was given another by my church group. My mother told me to ALWAYS be gracious and let others "give". It helps the giver (besides, I really needed the help too).
When I was expecting my 9th child (I was 41), my husband put his foot down, and though we had gotten rid of MOST of our baby stuff (it had been 6 years since we had a baby) so I did not have an official baby shower for our 9th baby.
However, my church group went behind my husband's back, and our son was showered with MANY great gifts that I was really worried about.... The diapers, the wipes, the bottles, the little boy clothes, the receiving blankets that I forgot about.., the memory book.... Things I really appreciated and used well.
My daughters now really resent their father for not allowing THEM, or anyone else for that matter, to throw a big party to give me the stuff that they had gathered, and to share their excitement.
It's interesting, if you've not had a little one (especially of the opposite gender), to think of all the things you forget that you need. I had forgotten the "Butt Paste". And there was so much "new" stuff out now. I really like the new swing we got, LOVED the newer style baby bjorn (infant carrier), and the new cradles that rock and are mobile, the infant chairs.... and there's stuff that's so neat for stimulating the infant now days. NO MORE BORED BABIES!