M.,
Your son is responding in this manner because he has NEEDS. He's a baby, and I hate to say it, but he is TOO young to be taught to sleep on his own or have a good healthy sleep habits.
Infants typically need feedings every 2 to 3 hours at this age/stage and this usually doesn't change until they are successfully on solids for two months. That is why sleep learning is recommended at 8-9 months old and not earlier.
Here is a link to an article that takes a look at the CIO Method and resreach of what it really does to a baby's brain and emotional development. I have friends how have done this method, and when age appropriate and done with the guidance of a sleep consultant it can be successful. But, it's not about letting your child cry to fall asleep...it's about learning to self soothe and this is not done by crying.
http://abcnews.go.com/Health/story?id=4263379&page=1
Self soothing can be done in many ways...but, at this age your son needs food and comfort from you. My son prefered to be held, he slept great when I wore him in a sling and did my housework and sometimes I would just snuggle with him and read a book or watch a show. Downtime with infants is super essential.
No two kids are alike, and that is important to remember. You don isn't doing this to you, he is simply trying to relay his needs best he can and that means crying.
Over time, I was able to lay my son down on my bed for his naps, but that took time and transition. He has never used his crib, and it was an issue/battle I was not going to have with my baby. I simply had to respond to what he needed, and make adjustments as appropriate and necessary. Once he is sound asleep lay him on your bed, surround him with pillows and make it safe and comfy for him. He may just need your scent to feel secure and losses that in the crib. Cuddle with him and move away...over time, he will not need your there for naps and it will get better. But, for now just be patient and loving and help him by guiding him through this phase in his life.
I fed on demand for the first year of my son's life and threw out expectations...it's just counterproductive.
Best wishes,
Deanna