It's not a big deal. If a woman has Rh- blood and her baby has Rh+ blood, sometimes the woman can build immunities against future Rh+ babies and have difficulties in the future pregnancies. This shot keeps you from doing that. Anytime the mom is Rh-, they ask about the dad's Rh factor (85% of people are Rh+).
I looked for a donor with the same blood type as DH and me because I wanted to have the option of being no-tell.