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Up until now, Sharla Miller's life could pretty much be titled "My Three Sons." Nature dealt her boy after boy after boy. Anthony arrived 12 years ago. Then came Ashton, now 9, and finally Alec, 5.

Miller loves her sons. She is there for every football practice, every wrestling match, every soccer game. She loves that her sons are affectionate, that they still hug her all the time.

But they are boys.

"They fish and hunt and do all that stuff with their dad," Miller says. "I go along, not necessarily enjoying it, but to be part of the family."

So when she decided she wanted another child, Miller didn't take any chances.

She and her husband, Shane, visited a California fertility clinic for a process called preimplantation genetic diagnosis, or PGD. Several medical procedures and $25,000 later, Miller indeed got what she'd wished for, times two. She's due to deliver twin girls on July 21.

"I just couldn't get it out of my system that I wanted a daughter," says Miller, 33, of Gillette, Wyo. "I just felt that...