One game to play is to hand out sheets with words relating to babies are scrambled and see how many they can unscramble. aprdei - diaper and so on. You can do another game where you list a tv show and then have the guest write down the childrens names that are in the show. Example - Cosby show - Rudy, Venessa, Theo, Sondra, and Denise.
Another good one is to buy different bottles of baby food and take off the labels and number the bottles. Then have your guests try and guess the flavors in the bottles.
Also, you could make little diapers out of paper towels and put safety pins threw each one. Each guest gets one as they come in the door and they have to pin it to their clothes. Make sure to mark one with a brown marker and that one will be the winner of a prize. One more game would be to get a catalogue and cut out different baby items. Such as crib, high chair, moniter etc. and tape them to a bristol board and have your guest write down what they think the total of all the items add up to. Make sure the calculate as your cutting them out and keep the total somewhere until your ready for it.
Anything else you need to know, just ask I've been to quite a few baby showers, especially in the past few years. I'm 29 and most of my friends already have babies!