the problem only arises if you are Rh-.
if your baby is then rh there is a risk that if the baby's blood enters you (such as a t birth) that you may become sensitised to the D-antigens in your baby's blood.
this is rarely an issue with a first pregnancy but may be a problem for a second pregnancy (if you don't have the anti-D shots) as your body may recognise the antigens and and try to defend against them, which leads to the potential problems.
if you are Rh then you already have these antigens anyway and do not have a sensitivity to them so there is no potential for problems.
I am blood type A- (as is my entire family), fortunately Steve is also A- (and his entire family) which means it is impossible for us to produce a Rh baby and thus I get exempted from the anti-D shots.