Little Man's talk with God

So Little Man and I had a discussion this weekend about the word God and what is a appropriate usage of the word. All of a sudden he came from daycare one day saying "Oh my God." I explained to him that this was not an appropriate use of the word God and that is was kind of a bad word the way he was using it. I explained to him when talking to God it is okay to use his name but to say "Oh my God" it not nice. So this conversation was had in the car and Little Man says, "Is it a bad word to say God." As i start again into my explanation he states "Mom I am not talking to you. I am talking to God and he said it is not a bad word!"

So needless to say that conversation did not work so well! Any suggestions?