Josh Duhamel -- 'I Always Wanted a Boy'

Josh Duhamel is having a little BOY ... and he's totally psyched about it -- telling TMZ, "It's gonna be fun to teach him what I know."

Duhamel's wife Fergie is due next month -- and at LAX this weekend, the "Transformers" star told us how pumped he is that the ultrasound showed boy parts.

During the convo, our photog had an honest moment -- telling Josh he's nervous about having children because he's scared to death to have a girl ... with the dating and the makeup and the whathaveyou.

Josh told the photog he feels his pain -- explaining, "I have 3 sisters. It wasn't fun as an older brother."

So, what's easier -- raising a boy or raising a girl? Someone's gotta have the answer ...