...loads of women seem to have had one!
Depends where you're getting that impression from really? If it's from the pregnancy/miscarriage sections of the mumsnet/netmums talkboards then of course it's going to seem that way!
I would imagine mmc are included, because in order to know that the embryo/foetus has stopped developing you have already sought medical care. Whereas a proportion of 'natural' miscarriages won't necessarily be included in the figures because not everyone has them recorded on their medical records, especially if they happen very early.
Realistically, a lot women will experience early miscarriages at some point in their life (my mum, my sil, my friend's wife, several friends) it usually indicates that something wasn't right with the development of the embryo and there is really very little that can be done to avoid it happening. Part of the issue is also that people test very, very early these days, which just gives you more time to stress about something you have no control over (assuming you're not chugging pints of vodka/smoking crack/mainlining unpasteurised mould ripened cheese). In my mum's day you didn't even go to the doctor until you'd missed two or three periods, and there were no scans.
Whilst I understand how stressful trying to conceive is (took me a good ten years) and how fragile it all feels in the early days, it is worth trying not to obsess about statistics and trying to be a bit zen about it all. If it's mean to be it will be, if it's not, it's not your fault and there's nothing to say that you won't go on to have a problem free pregnancy next time.
I speak as someone who has had two mmc (the most recent was three weeks ago) a couple of chemicals and one successful pregnancy. I don't think I'm particularly unusual, but neither would I think I was the norm, as I'm pretty sure my losses are mostly due to being in my forties.
I suppose what I'm trying to say is that statistics and scans may provide you with temporary reassurances, but ultimately pregnancy is quite an anxious time for most women and the only time you really believe it's all going to be ok is when you hold your baby in your arms. Good luck with it all.