That's one of the well known problems with stone. Sorry you had to find out the hard way. Lots of stone chess sets on Ebay. Here's a link to 198 of them:
http://www.ebay.com/sch/i.html?_odkw=&_osacat=40852&_from=R40&_trksid=p2045573.m570.l1311.R1.TR3.TRC1.A0.H1.Xstone+chess+set.TRS0&_nkw=stone+chess+set&_sacat=40852
I recently purchased a nice stone chess set, but on the way home, some of the pieces shattered! So now I'm missing several of the pieces and can't play. It's not anything fancy, (the pieces looked like they're carved out of normal rock, not quartz or anything like that). The pieces were black and white, and the king was ~2.5 inches tall. Can anyone help me find new pieces to use for the board?