A hydrostatic pressure study was made on pure and Rh-doped specimens of the superconducting ferromagnetic compounds Ru1-xRhxSr2GdCu2O8 (x = 0-0.15) by means of measurement of electrical resistivity vs temperature, in pressures up to 2 GPa. Partial substitution of Rh for Ru decreases the magnetization of the material, lowers both the magnetic ordering temperature Tm, and the superconducting transition temperature Tc, and promotes granularity. The effect of pressure for all compositions is an increase in both the intra- and intergranular superconductivity transition temperatures, Tc and Tp respectively, as well as Tm. The rate of change of each transition temperature with pressure first drops for Rh concentrations near 5%, increasing latter for higher concentrations. While the rate of increase of Tc with pressure for all compositions is 2-3 times lower than in YBCO materials, the simultaneous increase of Tc and Tm with pressure could support the notion of competition between superconductivity and ferromagnetism in these materials. The effect of pressure on the weak-links was a significant improvement of inter-granular connectivity.