How does the RH factor affect pregnancies?

I am 0 negative(RH negative). I had to have a shot when I was pregnant with both of my kids because my body would have killed them and me.

That only happens if the mother is RH-negative and the fetus is RH-positive. At birth, the blood of the infant mixes with the blood of the mother, and the mother's body reacts to the baby's RH-positive blood by producing antibodies to destroy it. Because the process takes longer than giving birth, it does not affect the firstborn child. If the second child is RH-positive, the mother will already have developed antibodies to destroy it. The second child is likely to be anemic, and each subsequent child may be more severely affected as the mother's body produces more antibodies to reject RH-negative genotypes.

I believe there are shots to prevent RH incompatibility during pregnancy.

Rh factor is a very important factor in pregancy.  Our red blood cell is covered with antigen.  For example:  if your blood type is AB, you have antigen A, and antigen B on your red blood cells but you don't make antibodies *substance that bind to antigen* against A and B because if you do, you literally destroy your Reb Blood Cell.  Rh Factor functions the same way.  Rh factor is basically protein on the cell surface.  If you have this protein on your RBC surface, you are considered as Rh+, but if you don't have this protein on your RBC surface, you are Rh-.  When Rh- blood is introduced into Rh+ blood *assuming this is the same blood type*, the  Rh- blood will see the protein on the cell surface of the Rh+ blood as foreign and will start making antibody to attack the Rh+ blood.  The result could be cell lysis etc.  Hence, it's important to know what kind of Rh factor the mother has because if the mother has Rh- and the baby is Rh+ *this could happen because the dad can be Rh+*, then when blood of the baby is transferred or crossed the placenta during laor, the mother will start develop antibody against Rh+.  The first pregnancy usually is fine, but when the woman is pregant with the second child, she definitely needs to be checked because fetus receives blood from the mother and if the monther blood contains antibody against the Rh+, red blood cell in the fetus is destroyed.  

You can read more about how to prevent unwanted antibodi production against Rh+ factor when the mother is Rh- factor in the following link.

Hope this helps