Terrence,
I don't like baby showers, but I went to one for a co-worker almost a year ago, that was thrown by the entire department). I never felt so uncomfortable. Well, I did, but that was for a wedding inside a big church -- another story entirely

. Anyway, I learned my lesson. My very close co-worker's wife is pregnant, so I know that within 7-8 months, a shower will be held at work (the women in the office deem it necessary to "celebrate" this occasion). I will bow out of it and make myself unavailable. I'd rather do work than deal with the "Awwwwwsss" and "Isn't that cute???" BS.
To put it simply, I'm not going -- and "fun" events like that, since they are torture to me, are events I will not attend.
People around here know my stance on children very well, so I think it will be expected that I will not be available that day, whenever it comes by.
Doing something in private, out of sight of the bingo-ers, would be best if your pregnant friend isn't a bingo-er. It might be too late now, but that is how I see it.