Baby shower...

How far from your due date should you have a baby shower? I would like one but don't know how to give one. I've never been to a baby shower, let alone throw one. This is my second baby. With my first baby I didn't have a shower. A couple of my friends stated they'd throw me one when I revealed I was pregnant. But I am the type of person that doesn't like depending on other people to do things for me so I didn't ask if they were still going to throw me one. I'll be on a VERY tight budget. If any of you ladies have ideas and/or suggestions, let me know.