I agree with the posts above me.
Try starting by saying that this is extremely hard for you, and that you want them to know that way they can give you the best possible help and support. Tell them that your scared and you need them to be there with you, because whats ahead is not going to be easy.
Chances are they are going to be upset when you first tell them, but I'm sure they'll come around. Babies are cute and no one can be angry at them