Sahih Bukhari Volume 001, Book 003, Hadith Number 101.
Narated By Abu Said Al-Khudri : Some women requested the Prophet to fix a day for them as the men were taking all his time. On that he promised them one day for religious lessons and commandments. Once during such a lesson the Prophet said, "A woman whose three children die will be shielded by them from the Hell fire." On that a woman asked, "If only two die?" He replied, "Even two (will shield her from the Hell-fire)."