Almost a mom

Well, as if dealing with the stress that is going on in my relationship with my boyfriend isn't enough, I have one more issue to add to it all. See, I had been having terrible pains (like my insides were being torn out) and bleeding like I was on my period, only it was worse than normal. Well, I went to the oby/gyn today for a pap (just to make sure every thing was ok) and he informed me that I had in fact been pregnant, but miscarried the baby. How do I tell my boyfriend that I failed at carrying his baby? Do I tell him? Right now, no one but me and god knows about this and I so hurt. I want nothing more in life other than to love my boyfriend and have his children and I failed. I must have done something wrong. I just want to curl up into a ball and die.