Need some advice please!?

well last nite i finally put my son in his cot in his own room (he out grew the binet in my room) and it was so hard to do that because before i could just put my hand over the binet to feel if he was breathing (sids worrys me). my daughter still sleeps in my bed and she is 2, this started because when she was born she just screamed 24/7 and the only way to stop it was to let her sleep with me because i was living with other people and couldnt be rude by keeping them up all nite. ive told her that now blade is sleepin in his big boy room that she needs to sleep in her big girl bed but she just keeps walkin out and staring at me, i put her back in but she comes back out. i cant have her walking out of her room and into the lounge room when i am in bed because she will send the alarm off. how can i get her to stay in there and sleep in her own bed? i refuse to shut the door on her as i think it is cruel. thanx in advance