Dear L.,
I have to say that I think Mary Elizabeth C had the best advice. My son, who is now 10, has trouble dealing with change. Any change. He gets that from his mother :-)
Unfortunately, unlike his mother, he deals with the frustration through anger (I get sullen).
One thing that I've found to be remarkably helpful is a journal. I know at 5 years old that may sound unlikely, but truly, you may just give it a try. My son loves to draw - always has. So, at the age of 5, though he couldn't write his feelings, he could draw them. Your son may be angry about the baby, but conflicted because he loves the baby and also know he isn't SUPPOSED to be angry about it. How frustrating! Try giving him a blank notebook of his own, and some crayons, markers or colored pencils. Maybe during story time at night, or even instead of story time for a while, he can draw. Tell him he can draw ANYTHING he wants to in there. For a while, don't even look in his notebook. Give him some time to feel safe about what he's drawing - that every little image won't spark a "talk" or "lecture" or uncomfortabale conversation from Mom and Dad. After a little while, look at the drawings. NEVER ASSUME YOU KNOW WHAT THEY ARE OR WHAT THEY MEAN. You'd be surprised how sometimes they have a totally different meaning than you think. Once in a while, gently ask about them. Never tell them you think you know what they are. Ask - "What's this drawing about." You may find he's shy at first. Or even angry that you looked, or refuses to talk. But, after a while, he'll get more comfortable with it and you may begin to learn what's really going on. And, he may begin to see just how much you care. And, he may begin to let out some of those confusing, frustrating, conflicting feelings. He may begin to unscramble it all.
It still works for my son, now 10.
Oh, one last thing. He may draw some really scary stuff now and then. It's just drawings. Remember that. Let it go. Ask about it, but don't get upset or say, "you can't draw things like that." Likely if it's something you don't want him to draw, it's something you don't want him to talk about either. What's he supposed to do? He has to get it all out somehow.
I hope you get some relief from this. Believe me, I know what it's like. Unfortunately, we deal with this every time my son or our family go through some big change. It can last weeks or months. Just depends on how long it takes his brain, and his heart, to sort it out. best wishes. Katrine