Betty I've been through exactly the same thing (and was on your thread about names - my DS1 is Arthur too, and am expecting DS2 aka Wilf in a few weeks time)
I decided to have a private scan to find out the sex of DC2 because I knew that, having already got one boy, I really really wanted to have a girl. For me, the point of the scan was to get any 'disappointment' over having a boy, if that's what it turned out to be (which it did) out of the way before he arrived, and I'm really glad I did.
The moment the sonographer said "Ooh definitely a boy" I felt my eyes well up with tears, because like you this is my second and last baby and I will now never have a daughter. I cried all the way home in the car and had a good week or two of feeling very sorry for myself.
All the while, like you, I was fielding calls from friends and family who said "oh, and how do you feel about that?" in the kind of voice you'd use if someone said they'd just found out that the baby was going to be thick and ugly or something!
I was totally honest - said "I'm a bit disappointed but that's why I had the scan - so I can get over that and be happy and ready to welcome my second son when he arrives in a few months".
I'm now 34 weeks and have got through the sadness. I do agree with the logical argument of "lucky to have 2 kids at all, as long as they're healthy that's all that matters" etc, and the "oh they'll be best friends" (although DH and his brother don't get on at all so not 100% convinced on that one) but to be honest, none of that matters a jot.
All you can do is live with the knowledge, be glad that you know in advance so that you can work through your feelings - maybe even talk to a counsellor if it would help? Personally my feeling is that I'd rather have felt this disappointment when pregnant, and have time to get used to it / past it, than feel it when I give birth and risk resenting my little new born son.
One thing that did really affect me was that when I was crying in the car on the way home from the scan, I mentally 'heard' my unborn son say "sorry Mummy, sorry I'm not a girl" and that made me cry even harder because it's not his fault! It made me want to pick him up and cuddle him and tell him how much I love him regardless of what gender, size, shape or anything he is. Now if I get a pang of "I'll never have a daughter" I just remember how I felt then and get a huge rush of love towards my son.
Sorry for writing War & Peace - your post really struck a chord with me as I'm literally in exactly the same situation, just a couple of months further on. The best advice I can give you is just to work through your feelings, talk about them, write about them, allow yourself to have them, and hopefully you'll find a positive slant on it all as I have.
And yes, when I see friends' daughters being little madams I do feel faintly smug...