Friends throwing me a "baby shower"...?

I am out of the country and away from my mom, dad, etc. I just have my husband with me and his family. So, I wasn't going to get a baby shower at all, and now my friends decided to throw something small for me tomorrow. I am happy at the gesture as I thought i wasn't gona have anything at all. But, it was kind of short noticed as i found out just a few days ago. What should i bring? It'll be at my friends house, so I am clueless if i should bring anything or just show up. I feel bad to not bring anything, should i bring some food or sweets or anything like that? Anyone have any suggestions?