If the school is connected with a church, you should go directly to the church board of directors. If it is a private school, try Googling "How to file a complaint against a private preschool" and see what comes up. Let them know you have not set this issue aside.
With only 8 kids and 2 adults, someone wasn't doing their job.
Like I said earlier, it isn't unheard of (uncommon, yes) for a child to wander off, but that is usually when there is a large playground situation. It's amazing how their urge to explore could lead them to disappear in the blink of an eye. The point remains, however, in a group of 8 someone should have known he was missing.

The kids were in the classroom only 8 with the two teachers. How do I go about reporting the preschool? This happened on Wed. and they still have not contacted me to inform me of what they will do to make sure it won't happen again? I am just sick over this!

If your preschool is so dismissive that they actually tell you that they can't guarantee it won't happen again,I think I would try and find another preschool. Kids do occasionally wander off, but in a group of 8? Was in a larger group, perhaps at recess with other classes? Sounds like the teachers need to keep an eye on your little guy. There license and/or credentials could very likely be on the line.

Hi anon,

If it were me, I would remove my child from a preschool that cannot guarantee his safety and well being. You might find this article interesting www.signonsandiego.com/uniontrib/20080409/news_1m9nhouse.html

I would definitely report this preschool.