Gigi Nelson

02/14/2002 at 02:17 PM EST

During their three years together, Gigi Nelson and her husband, Peter, endured the loss of a late-term, stillborn daughter. They cremated the baby, whom they named Jasmine, but couldn't decide where to place her ashes. Last Oct. 31 a small urn containing Jasmine's remains was set inside her father's casket. Says Nelson, 40: "Now they are together."

Just three weeks earlier, at a memorial service for Peter, who died while responding to the terrorist attacks, Nelson had gone into labor but wouldn't leave. Finally, later that night, near the end of another memorial service for Peter not far from her Long Island home, shestood up and said, "Okay, guys, time to go to the hospital." Three hours later, on Oct. 6, Lyndsi was born. "Right before I gave birth, I looked up to the ceiling and, I swear, I saw Peter," says Nelson. "We all felt his presence, even the doctor."

Nelson, a nursing student who plans to return to school to complete her degree, won't exactly be raising Lyndsi on her own. Peter's children from a prior marriage, daughter Jamie, 13, and son Ryan, 10, have promised to teach their half sister everything their father taught them -- especially soccer. And friends, including Peter's faithful firefighting brethren from FDNY Rescue 4, call regularly to check on the family. "Peter always said, 'If anything happens to me, you'll be fine,' " she recalls. "And he was right."

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