McCanns - what to tell the children ?

We had to tell our son, Paul, who was then aged 3 years 5 months that his baby sister of 4 weeks had died. He did not really understand, we told him she had gone to Jesus' playground. When I was expecting my next child (daughter) a year later he said call her Karen (my first daughters name) and then we will have her back. This happened many years ago and there was not much help available for people at these times. I think there would be more help now.