Phil goes to Europe and leaves his favorite dog with his brother James. While in Europe, Phil calls James to check on his dog and asks, "So James, how's my favorite dog doing?" 

James very tersely replies, "Your dog is dead" "

What?" says Phil, "You can't just tell someone their favorite dog is dead without a warning, you have to ease them into it."

"How?" says James. 

"Well, the first day I call, tell me my dog is on the roof" remarked Phil. "Then tell me the dog is going to be fine and not to worry. The next day, when I call to ask about my dog, tell me that you were about to get her down, when it jumped off of the roof and broke its leg. Tell me the doctors say it will be ok, but that it will have to stay at the vets for a while. Are you getting all of this???"

"Yes" says James.

"Good" remarks Phil. "Then the next day when I call back, tell me that there was severe internal bleeding that the vet didn't pick up and that my favorite dog died at 2:00 this morning. That way it won't be such a shock to me. Got it?"

"Yes."

"Good, so, how's Grandma doing?" asks Phil.

"Well..." James replies, "she's on the roof."