09/09/2009 AT 10:00 PM EDT
It was a Girls Next Door
reunion on Wednesday for Holly Madison and Bridget Marquardt, who treated their pregnant pal Kendra Wilkinson
to a baby shower.
"Kendra was really excited about the shower. It wasn't a surprise or anything so she was really looking forward to it," says a source. "She was so happy."
Wilkinson, 24, the star of the Girls
, is in town visiting for the week from her new East Coast home. She was "so excited to see her good to see her friends," says the source. "It was just so nice for her to have everyone in the same place. They had a lot of fun."
Held at Hugh Hefner's longtime secretary Mary O'Connor's home just outside of L.A., the shower drew playmates, Wilkinson's bridesmaids and other gal pals.
Madison and Marquardt arrived early in the afternoon to set up the decorations which included a lot of blue in honor of the baby boy
on the way, Hank Baskett IV. The house was adorned with plenty of sweet treats – multicolored lollipops, taffy candy, cupcakes and blue "It's a Boy" banners.
Wilkinson and her husband, NFL player Hank Baskett, were married
in June and are expecting their son on Christmas Day.
Reporting by PERNILLA CEDENHEIM