Baby shower

Hi  - Is it bad not to have a baby shower at all?!? We are expecting our first child and there have been many issues between us and my husbands family financially and I don't want my parents to pay for the shower alone. Things are rough with them too. None of the friends are close by to plan and sis is too young to plan also. My husband and I thought about having a small party at home but the immediate family is 45 people itself. We had a big wedding so I am really not feeling like having another big party?!? I am completely ok with not having a shower at all but the friends out of state keep asking. Don't know what to do.. So confused. Sorry for long msg. Any advise please?!?!