That's the way it is, Cuz.

First cousin, second cousin, twice removed? What's it all mean, Grandpa?
Sometimes if it gets too far down the family tree it becomes way too complicated. Genealogy.com has a good article here that explains some of it and has a chart to figure some of your relationships. Basically, my first cousin's kids are second cousins to my kids, and are first cousins once removed from me. OK, I guess it would be easier to just claim us all as "cousins".