I think it's extremely rude to ask specifically for anything. You are being invited to a shower and it's up to you what you give. It is also rude to have the guest address their own thank you card envelope at the shower. These people need to remember that you are a GUEST at the shower. If I can spend the time and the money to buy or hand make something for the bride or mother to be, she can find my address and send me the card.