there's a risk of erythroblastosis fetalis (hemolytic disease of the newborn), if this isn't your first child. So in this case you should tell to get a shot to protect the baby.
Fortunately our donor was Rh+ so there was no need to tell. We never told anyone except my best friend about the donor & still haven't. I'm of the mindset that: "I can always tell but never untell."