Empty Cradle, Broken Heart: Surviving the Death of Your Baby
I bought this book after our fourth child lived only for eleven hours after birth at term three months ago. I found it helpful to know that people do grieve in roughly the same way and that my responses were normal.
Also, that the unhelpful way in which other people sometimes respond to me is also common.
The book is well laid out and there is not too much emphasis on the formalities which have to take place after a baby dies.