Make sure the registered keeper on your official vehicles documents is someone going on the rally - they will need to be with the car at every border crossing and to handover the car in Ulan Ude to use the shipping.
Get vehicle insurance for the European part of the rally, after Europe you will buy it locally in each country (you are legally required to seek it out and buy it).
Register vehicle details with The Adventurists - if you don't you might not be allowed into Mongolia.
Lodge your refundable vehicle deposit (which can be turned into your shipping fee)
Get an IDP (International Driving Permit)
Remember to make arrangements to export your car if you know it's not going back to your home country
Try not to lose your vehicle paperwork right before the rally. Yes this has happened.