Opinion on baby shower etiquette

aylafsu88

I am curious for opinions on hosting your own baby shower.  I live @ 3 hrs away from my family, a couple hours away from my good friends, but in the same city as my MIL and SIL.  Since I got pregnant my MIL and SIL have been constantly asking me who will be hosting/planning my baby shower.  Through the course of several conversations they have lectured me and my mother that the family (i.e. my MIL, SIL or mother) should NOT host the shower as that is not appropriate.  However, I was under the impression that in recent years the etiquette rules said it was ok for family to host a shower.  I get the feeling that this is their way of politely telling me that they wont be hosting a shower.  

I personally don't care if I have shower or not but it seems like it is a really big deal to my MIL and SIL. Could my husband and I throw our own co-ed party like a baby-BBQ or is that totally against etiquette rules??

 TIA