We have a similar situation going on in our church right now. The mother-to-be is unmarried and attends sporadically. Her parents are in church every week. Some of us from the church are giving her a shower, but instead of holding it in the church fellowship hall, we are having it at someone's home. Invitations will be mailed, not posted in the church bulletin.

If something like this is not an option, I personally see nothing wrong with you giving her a baby shower.