Hi Chebbot,
I personally do not have any known immune system problems, but I do have a reaction to the flu shot every time I get it. The reaction is benign in that it does not lead to any problems, but I feel sick and achy for about 2-3 days and need to stay home and rest if possible. For a few days after that I can still not feel quite right. Because of my reaction to the flu shot, I have had many discussions with people in the migraine community as well as my doctor about the shot and consider carefully every year if I will get it or not, and if I do I time it to a few days I am less busy (it's hard to do!).
The general consensus in the migraine community is that everyone reacts differently to the shot, so you won't know how your body will react until you get it. However even with the type of reaction I get, it is preferable to the actual flu.
The flu shot is a dead virus, so you should not get the flu from it. However, since you do have immune system issues, I would check with your doctor, or even the pharmacist who gives out the shot, to see if it would be safe for you.
Here is some general information about the flu shot put out by the centers for disease control I would recommend you read: http://www.cdc.gov/flu/protect/keyfacts.htm
Hope this helps you!
Lisa