How can I make my first dog's death less painful?

I am already planning on putting my dog down, but the knowledge that I'm losing him is very painful, as I have never directly lost a pet. My family has owned dogs for my entire life (I bought one for myself three years ago). However, my first dog, the one my family got for me when I was young, has just formed a severe and rapid case of cancer, and is dying. Unfortunately, my parents - who have mostly raised them - have important family obligations they cannot skip. So, they brought him to stay with me. I think it's really sweet that they thought it would be best for "my dog" to spend his last few weeks with me, but I'm having a really hard time with it. I've loved this dog for almost half of my life. Do you have any advice as to how I can get through this?