I am Rh negative also. I did have the shots with my first pregnancy, 11 years ago. My husband was also Rh positive. Your blood and the babies blood do not mix until delivery, so your body doesn't make antibodies until after your first baby is born. When you are pregnant the second time, the antibodies will pass through the cord and attack the baby's blood. Shots during the first pregnancy will prevent your body from producing the antibodies. I believe that shots during the second pregnancy will prevent the antibodies from affecting the baby. It is a pretty common thing now.
My family has a history of Rh negative mothers. We had a lot of only children followed by blue babies that didn't survive back during my grandmother's and great-grandmother's generations. We are lucky that we live in an era where they are looking for these things that are easily treated, and we don't have to worry about it.