I second the suggestion for adoption stories. I actually just wrote a book review column on books for siblings of international adoptees. Here's the link:
http://www.chathamjournal.com/weekly...adoption.shtml
Reading about other kids who were adopted or who had siblings who were going to be adopted was really helpful for my son, who was then 4. He had also experienced several miscarriages with my husband and myself, and he was in the room during the 18-week ultrasound that showed the baby had died. Once we told him we were going to get a new baby, and not grow one in Mommy's tummy, he was actually very relieved. He told everyone he met - we're adopting a baby because the one in Mommy's tummy died and we want one that will be alive! It made people pretty uncomfortable but hey, he was just being honest!
It also helped that we have lots of friends who have adopted children, so for my son it was just another way to have a baby. Not out-of-the ordinary in the least.
Adrienne
Adrienne, mom to Jamie, a. 9/03 from Voronezh
author, When I Met You, a story of Russian adoption
available 3/05, from DRT Press