I think that, if someone's offering to throw you a baby shower, then, yeah, go ahead. But begging for a shower or asking someone to throw one for you is rude.
I have 2 kids and #3 is on the way (due in July). For my first, both girls at my church and then my boss at work wanted to throw me a shower, so I had 2.
Then for my second, I was a SAHM and no one from anywhere offered to throw me a shower so I didn't have one at all. And I was a bit sad about that - not because I wanted or needed the gifts, but because I think every child deserves to be celebrated and was a bit upset that no one thought to celebrate our second beautiful boy.
This time, though, we've moved and I'm in a whole new area. The girls at my church offered to throw me a shower and I told them that I honestly don't need anything (our older 2 kids are 4 and 18 months so I've still got all our baby stuff), but they insisted and are going to throw me a shower. There are 10 women in our church pregnant right now and every single one of them is getting a shower whether it's their 1st kid or 5th and I think that's really really cool.
But I would never have asked anyone to throw me a shower.
Plus, I know you don't have a lot of $$, but, honestly, even if you do have a shower, I doubt you'll get a lot of the high-dollar baby items. People will probably assume that since your kids are so young you've got a crib, high chair, stroller, carseat, etc. I threw a shower just yesterday for a girl having her 2nd child (older son is 3) and she got a lot of clothes and a ton of diapers, but nothing BIG. So if your motivation is to get people to spend a lot of money buying you the stuff you can't afford, I'm afraid you'll be disappointed.