M. - I recently went to a baby shower and here are a couple of ideas:
Put jelly beans in a baby bottle (make sure you count them) and have the guests guess how many are in there and the one who guesses the closest wins. And the mom-to-be gets to keep the baby bottle!
Hand out index cards with the baby's mom and dad's names written at the top of each and small pencils to all of your guests. Depending on the gender of the baby, have them come up with as many names as they can think of by combining letters from the parents' names. Give them 2 minutes or so, then collect all of the cards and the one who came up with the most names wins.
One last idea is to go on the internet and print out a search and find puzzle with baby names (so if your friend is having a boy, pick a puzzle with all boy names). Make a copy for each guest and give them a few minutes to find as many names as possible. Collect all of the puzzles and the guest that found the most wins.
Good luck with the baby shower!!