Doctors can be rather unfeeling, since they see it so often. But it is a real pain, and there's no reason to act like it's not there.
I actually got ticked off at my doctor when he said that I probably never had a baby at all. I had already connected emotionally with the baby, and he just made me feel stupid. I worried that I would get to heaven and other women who had lost children would be reunited with theirs but I wouldn't have one since it was never there. I finally decided the doctor didn't know what he was talking about. I <i>know</i> that I had a baby, and I will meet it someday. In fact, I honestly believe that the baby I'm carrying now is the one I lost.
You're not a failure. There's nothing you could have done to prevent it, and absolutely no reason that it would be any more likely to happen next time.
Let yourself grieve. If it helps, record your memories from this pregnancy while they're still fresh. Someday you'll get to the point where you can actually remember the pregnancy fondly. The pain will never go completely away, but it will change, and you will be able to move on when the timing is right. And if you're ready to try again, you'll probably be extra-fertile for the first few months.
