Sophable, there really is no hierarchy of grief. Losing a baby is horrible, terrible and heartbreaking, and your grief is so very new and so very raw. What you are feeling is awful but normal. Really really normal.
When we lost dd1 4 years ago, almost (feels so weird to write that) I thought I'd never smile again. I thought that was it - I'd just be sad, and spend the rest of my life sad. And I was sad for quite a long time - she was our first baby, and the first baby dh had ever held in his life, and it broke my heart.
But, like littlepolly said, the thing we did that really really helped was accepted how we felt and what we wanted to do. I was unbelievably angry, out-of-control furious. But rather than fighting it, we accepted it, and it helped us heal. And we talked and talked and talked.
And - this always sounds a bit mad - the day we got dd's diagnosis, we couldn't stay at home, so we went out and spent £200 on comedy dvds. And we watched a lot, just to be madly distracted and forced to laugh - and it really helped. it sounds so callous, but it really was what we needed to do, so we didn't worry about what it looked like, and just went with gut instinct.
The first weeks are awful. Your body is so confused, hormones all over the place, mind so very sad and lost and confused. But the bright patches get brighter, and more frequent, and the dark days less. you will never ever forget your lost little one. But you will find a home for the feelings and the memories, a place for you to live with them.