How do we explain it to her????

Last night, on the way home, Courtney told McCabe and I that she really wants Connor to change into a girl. I asked her if she would like us to have another baby and have it be a girl (For your information, I am not pregnant...just had to clear that up!). She said, "No! I want Connor to be a girl!" So, how do we explain to our three-year-old that, really, we don't want Connor to change into a girl?!?!?!? We were laughing so hard the whole way home. I guess it's just something you had to be there for!