I've miscarried and have absolutley no idea how to tell my family or my fiance's. please help!?

I've had a very hard time getting pregnant, so when I found out that I was about two months ago, I was so happy, but last week i started bleeding heavy and having abdominal pain. When I went to my dr, he apologized and said I'd miscarried.This news was devastating to me. Not only is This is the second time this has happened. My fiance has gone all out and told his whole family that we're expecting, and they're all ecstatic about it, but i have no idea as to go about telling them I've miscarried again. My fiance told me if I lost another baby he'd be done with me. He also will get mad and tell me just go ahead and have an abortion and he doesn't even know I've already lost the baby and how much pain I'm going through right now. I can't help what's happened, but he and his family make me feel like I'm doing something wrong or not taking care of myself, because when I was younger and we were together, I used to go out and drink a lot they think that I'm still the same way, which couldn't be further from the truth. How should i go about telling them, without them thinking that I've done something wrong. I'm only 24, I just can't understand why they don't get that this is more upsetting to me than it is to them, any advice you can give me would be great.. Thanks