P.M.
Check out videos about The Happiest Baby on the Block by Dr. Harvey Karp, whose techniques can enhance sleep: http://www.youtube.com/watch?v=Tk5MUOMecHI&NR=1 (This one links to other helpful vids, too.)
Also, your son hasn't had any of those conversations about feeding schedules, bad habits, and what's okay and what's not for soothing babies. Right now, he only has needs. Babies don't develop "habits" until much later. At four months, he's expressing his needs to you in the only way he has.
He quite naturally has an urge to connect with you and soothe himself through nursing. No, it's not convenient now, but it probably will be in the future. Babies who are given lots of this secure comforting during their earliest months tend to be more independent and calm children. Babies who never get enough tend to remain clingy and needy for a much longer time.