I am going to assume your blood type is negative. If it is positive, then they gave it to you accidentially the first time and you never needed it in the first place.
But assuming your blood type is negative....good question. If a woman has a negative blood type, it is standard to have the shot IN CASE they have positive blood typed children. Your body can be exposed to the baby's positive blood type during the birth process, causing the body to build up antibodies. This is not dangerous with the first child, but when a person is preganant with #2, those warrior antibodies can be waiting to attack the foreign object (ie., the baby) just like your immune system attacks a virus. Think of the exposure from baby #1 as the "flu shot" and baby #2+ as the "flu".
For the record, my husband was negative (as was I) so there was no way we could have produced a positive baby. I brought in a letter from his doc with his blood type on it and my doc didn't make me take the rhogam shot. Not all docs would do this becuase I am sure not all women are honest about the fathers!!! Since your babies are positive and you are negative (or so I assume) their father HAS to be positive. Again, if I assumed wrong, this is a mute point!