H.R.
We recently had the same problem in our home. My son slept with my husband and I from the day he was born, but when I found out I was pregnant with our second child, we knew it was time for him to sleep in his own bed. We took our son shopping for a new 'big boy bed'. We showed him a couple of beds and let him choose the one he wanted. Then we went shopping for new sheets, blankets, and a comforter. (of course the entire time we were talking about what a big boy he was and how exciting it would be to sleep in his own bed with his own covers). He helped wash everything and put the bed together. I think he ended up being so excited about it all that he forgot to be upset he wasn't sleeping with us anymore. It's been 6 months, the new baby is here and he's still sleeping in his own bed. Hope this helps! Good luck to you!
H.