Here, a couple of layers of tar paper have been applied to the new shower stall. You can see the roll standing up here - it's the same stuff you can purchase by the roll at any HomeDumpo if you can tolerate going there.
Eventually, this entire shower stall will be layered with this tar paper. It's not terribly impervious to moisture getting through, but it's better than nothing. And with all the other layers of protection it's not a bad addition to the overall protection.